robert kohn

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Minh-Ngoc TranAssociate Professor, University of SydneyDirección de correo verificada de sydney.edu.au
Christopher CarterDirección de correo verificada de unsw.edu.au
David NottAssociate Professor of Statistics, National University of SingaporeDirección de correo verificada de nus.edu.sg
Mattias VillaniProfessor of Statistics, Stockholm UniversityDirección de correo verificada de stat.su.se
David GunawanUniversity of WollongongDirección de correo verificada de uow.edu.au
Michael Stanley SmithChair of Management (Econometrics), Melbourne Business School, University of MelbourneDirección de correo verificada de mbs.edu
Matias QuirozUniversity of Technology SydneyDirección de correo verificada de uts.edu.au
M PittKing's College LondonDirección de correo verificada de kcl.ac.uk
paolo giordaniProfessor of Financial Econometrics, Norwegian Business School, OsloDirección de correo verificada de bi.no
Tom ShivelyProfessor of Statistics, McCombs School of Business, University of Texas at AustinDirección de correo verificada de mccombs.utexas.edu
Sally (Wood) CrippsUniversity of Technology SydneyDirección de correo verificada de uts.edu.au
Simon J SheatherUniversity of KentuckyDirección de correo verificada de uky.edu
Christopher DrovandiProfessor of Statistics, Queensland University of TechnologyDirección de correo verificada de qut.edu.au
Khue-Dung DangUniversity of Western AustraliaDirección de correo verificada de uwa.edu.au
Richard GerlachThe University of SydneyDirección de correo verificada de sydney.edu.au
Guy HawkinsUniversity of NewcastleDirección de correo verificada de newcastle.edu.au
scott brownschool of psychology, university of newcastleDirección de correo verificada de newcastle.edu.au
Marcel ScharthUniversity of Sydney Business SchoolDirección de correo verificada de sydney.edu.au
Denzil G FiebigProfessor of Economics, UNSWDirección de correo verificada de unsw.edu.au
David Tyler FrazierMonash University, Department of Econometrics and Business StatisticsDirección de correo verificada de monash.edu

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robert kohn

Professor of Economics University of New South Wales

Dirección de correo verificada de unsw.edu.au

Statistics Econometrics Bayesian Time Series Markov chain Monte carlo


Título Ordenar por citas Ordenar por año Ordenar por título	Citado por Citado por	Año
On Gibbs sampling for state space models CK Carter, R Kohn Biometrika 81 (3), 541-553, 1994	3106	1994
Nonparametric regression using Bayesian variable selection M Smith, R Kohn Journal of econometrics 75 (2), 317-343, 1996	769	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	375	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	369	1985
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	355	1986
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
Efficient Bayesian inference for Gaussian copula regression models M Pitt, D Chan, R Kohn Biometrika 93 (3), 537-554, 2006	340	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	290	2002
Efficient estimation of covariance selection models F Wong, CK Carter, R Kohn Biometrika 90 (4), 809-830, 2003	289	2003
Markov chain Monte Carlo in conditionally Gaussian state space models CK Carter, R Kohn Biometrika 83 (3), 589-601, 1996	266	1996
Parsimonious covariance matrix estimation for longitudinal data M Smith, R Kohn Journal of the American Statistical Association 97 (460), 1141-1153, 2002	262	2002
Speeding up MCMC by efficient data subsampling M Quiroz, R Kohn, M Villani, MN Tran Journal of the American Statistical Association, 2019	260	2019
Nonparametric regression using linear combinations of basis functions R Kohn, M Smith, D Chan Statistics and Computing 11 (4), 313-322, 2001	230	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	228	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	218	2000
A fast algorithm for signal extraction, influence and cross-validation in state space models R Kohn, CF Ansley Biometrika, 65-79, 1989	162	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	149	1996
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data CF Ansley, R Kohn Biometrika 70 (1), 275-278, 1983	144	1983
Adaptive sampling for Bayesian variable selection DJ Nott, R Kohn Biometrika 92 (4), 747-763, 2005	141	2005
Modeling dependence using skew t copulas: Bayesian inference and applications MS Smith, Q Gan, R Kohn	140	2010

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