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Generalized Gaussian Process Regression Model for Non-Gaussian Functional Data

✍ Scribed by Wang, Bo; Shi, Jian Qing


Book ID
125815054
Publisher
American Statistical Association
Year
2014
Tongue
English
Weight
202 KB
Volume
109
Category
Article
ISSN
0162-1459

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## Abstract A first order autoregressive non‐Gaussian model for analysing panel data is proposed. The main feature is that the model is able to accommodate fat tails and also skewness, thus allowing for outliers and asymmetries. The modelling approach is designed to gain sufficient flexibility, wit