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On the Precision of the Conditionally Autoregressive Prior in Spatial Models

✍ Scribed by James S. Hodges; Bradley P. Carlin; Qiao Fan


Book ID
110693677
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
172 KB
Volume
59
Category
Article
ISSN
0006-341X

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πŸ“œ SIMILAR VOLUMES


A note on the residual empirical process
✍ Sangyeol Lee πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 242 KB

Suppose that {X,} is the stationary AR(p) process of the form: X, -/,t = fll(Xt.-i -la) + ... + [~t,(X,\_p -I~) + ~:,, where {~:,} is a sequence of i.i.d, random variables with mean zero and finite variance a 2. In this paper, we study the asymptotic behavior of the empirical process computed from t