robert kohn

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Christopher CarterEmail verificata su unsw.edu.au
Minh-Ngoc TranAssociate Professor, University of SydneyEmail verificata su sydney.edu.au
David NottAssociate Professor of Statistics, National University of SingaporeEmail verificata su nus.edu.sg
Mattias VillaniProfessor of Statistics, Stockholm UniversityEmail verificata su stat.su.se
Michael Stanley SmithChair of Management (Econometrics), Melbourne Business School, University of MelbourneEmail verificata su mbs.edu
David GunawanUniversity of WollongongEmail verificata su uow.edu.au
Matias QuirozUniversity of Technology SydneyEmail verificata su uts.edu.au
M PittKing's College LondonEmail verificata su kcl.ac.uk
paolo giordaniProfessor of Financial Econometrics, Norwegian Business School, OsloEmail verificata su bi.no
Tom ShivelyProfessor of Statistics, McCombs School of Business, University of Texas at AustinEmail verificata su mccombs.utexas.edu
Sally (Wood) CrippsUniversity of Technology SydneyEmail verificata su uts.edu.au
Simon J SheatherUniversity of KentuckyEmail verificata su uky.edu
Richard GerlachThe University of SydneyEmail verificata su sydney.edu.au
Christopher DrovandiProfessor of Statistics, Queensland University of TechnologyEmail verificata su qut.edu.au
Khue-Dung DangUniversity of Western AustraliaEmail verificata su uwa.edu.au
Guy HawkinsUniversity of NewcastleEmail verificata su newcastle.edu.au
Marcel ScharthUniversity of Sydney Business SchoolEmail verificata su sydney.edu.au
scott brownschool of psychology, university of newcastleEmail verificata su newcastle.edu.au
Denzil G FiebigProfessor of Economics, UNSWEmail verificata su unsw.edu.au
David Tyler FrazierMonash University, Department of Econometrics and Business StatisticsEmail verificata su monash.edu

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robert kohn

Professor of Economics University of New South Wales

Email verificata su unsw.edu.au

Statistics Econometrics Bayesian Time Series Markov chain Monte carlo


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
On Gibbs sampling for state space models CK Carter, R Kohn Biometrika 81 (3), 541-553, 1994	3056	1994
Nonparametric regression using Bayesian variable selection M Smith, R Kohn Journal of econometrics 75 (2), 317-343, 1996	761	1996
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter MK Pitt, R dos Santos Silva, P Giordani, R Kohn Journal of Econometrics 171 (2), 134-151, 2012	374	2012
Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions CF Ansley, R Kohn The Annals of Statistics, 1286-1316, 1985	363	1985
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator A Doucet, MK Pitt, G Deligiannidis, R Kohn Biometrika 102 (2), 295-313, 2015	353	2015
Estimation, prediction, and interpolation for ARIMA models with missing data R Kohn, CF Ansley Journal of the American statistical Association 81 (395), 751-761, 1986	350	1986
Efficient Bayesian inference for Gaussian copula regression models M Pitt, D Chan, R Kohn Biometrika 93 (3), 537-554, 2006	331	2006
Dissecting the random component of utility J Louviere, D Street, R Carson, A Ainslie, JR DeShazo, T Cameron, ... Marketing letters 13, 177-193, 2002	292	2002
Efficient estimation of covariance selection models F Wong, CK Carter, R Kohn Biometrika 90 (4), 809-830, 2003	288	2003
Markov chain Monte Carlo in conditionally Gaussian state space models CK Carter, R Kohn Biometrika 83 (3), 589-601, 1996	259	1996
Parsimonious covariance matrix estimation for longitudinal data M Smith, R Kohn Journal of the American Statistical Association 97 (460), 1141-1153, 2002	258	2002
Speeding up MCMC by efficient data subsampling M Quiroz, R Kohn, M Villani, MN Tran Journal of the American Statistical Association, 2019	246	2019
Nonparametric regression using linear combinations of basis functions R Kohn, M Smith, D Chan Statistics and Computing 11 (4), 313-322, 2001	227	2001
Efficient Bayesian inference for multiple change-point and mixture innovation models P Giordani, R Kohn Journal of Business & Economic Statistics 26 (1), 66-77, 2008	224	2008
Efficient Bayesian inference for dynamic mixture models R Gerlach, C Carter, R Kohn Journal of the American Statistical Association 95 (451), 819-828, 2000	214	2000
A fast algorithm for signal extraction, influence and cross-validation in state space models R Kohn, CF Ansley Biometrika 76 (1), 65-79, 1989	160	1989
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo G Barnett, R Kohn, S Sheather Journal of Econometrics 74 (2), 237-254, 1996	147	1996
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data CF Ansley, R Kohn Biometrika 70 (1), 275-278, 1983	146	1983
A new algorithm for spline smoothing based on smoothing a stochastic process R Kohn, CF Ansley SIAM Journal on Scientific and Statistical Computing 8 (1), 33-48, 1987	141	1987
Modeling dependence using skew t copulas: Bayesian inference and applications MS Smith, Q Gan, R Kohn	139	2010

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