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Chib, Siddhartha

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Author ID: chib.siddhartha Recent zbMATH articles by "Chib, Siddhartha"
Published as: Chib, S.; Chib, Siddhartha
Documents Indexed: 48 Publications since 1987, including 1 Book

Publications by Year

Citations contained in zbMATH

42 Publications have been cited 2,265 times in 1,548 Documents Cited by Year
Bayesian analysis of binary and polychotomous response data. Zbl 0774.62031
Albert, James H.; Chib, Siddhartha
387
1993
Marginal likelihood from the Gibbs output. Zbl 0868.62027
Chib, Siddhartha
279
1995
Stochastic volatility: likelihood inference and comparison with ARCH models. Zbl 0910.90067
Kim, Sangjoon; Shephard, Neil; Chib, Siddhartha
262
1998
Marginal likelihood from the Metropolis-Hastings output. Zbl 1015.62020
Chib, Siddhartha; Jeliazkov, Ivan
169
2001
Likelihood inference for discretely observed nonlinear diffusions. Zbl 1017.62068
Elerian, Ola; Chib, Siddhartha; Shephard, Neil
122
2001
Analysis of multivariate probit models. Zbl 0938.62020
Chib, Siddhartha; Greenberg, Edward
115
1998
Markov chain Monte Carlo methods for stochastic volatility models. Zbl 1099.62539
Chib, Siddhartha; Nardari, Federico; Shephard, Neil
108
2002
Bayesian model choice via Markov chain Monte Carlo methods. Zbl 0827.62027
Carlin, Bradley P.; Chib, Siddhartha
106
1995
Estimation and comparison of multiple change-point models. Zbl 1045.62510
Chib, Siddhartha
90
1998
Calculating posterior distributions and modal estimates in Markov mixture models. Zbl 0864.62010
Chib, Siddhartha
88
1996
Stochastic volatility with leverage: fast and efficient likelihood inference. Zbl 1247.91207
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil; Nakajima, Jouchi
62
2007
Bayes inference in regression models with ARMA\((p,q)\) errors. Zbl 0807.62065
Chib, Siddhartha; Greenberg, Edward
62
1994
Analysis of high dimensional multivariate stochastic volatility models. Zbl 1418.62377
Chib, Siddhartha; Nardari, Federico; Shephard, Neil
40
2006
Marginal likelihood and Bayes factors for Dirichlet process mixture models. Zbl 1047.62023
Basu, Sanjib; Chib, Siddhartha
35
2003
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models. Zbl 0833.62103
Chib, Siddhartha; Greenberg, Edward
33
1995
Bayesian residual analysis for binary response regression models. Zbl 0861.62022
Albert, Jim; Chib, Siddhartha
28
1995
Bayes regression with autoregressive errors. A Gibbs sampling approach. Zbl 0775.62068
Chib, Siddhartha
22
1993
Semiparametric Bayes analysis of longitudinal data treatment models. Zbl 1030.62017
Chib, Siddhartha; Hamilton, Barton H.
20
2002
Bayesian tests and model diagnostics in conditionally independent hierarchical models. Zbl 0889.62016
Albert, Jim; Chib, Siddhartha
20
1997
Sequential ordinal modeling with applications to survival data. Zbl 1209.62183
Albert, James H.; Chib, Siddhartha
18
2001
Bayesian analysis of cross-section and clustered data treatment models. Zbl 0970.62081
Chib, Siddhartha; Hamilton, Barton H.
18
2000
Posterior simulation and Bayes factors in panel count data models. Zbl 1041.62524
Chib, Siddhartha; Greenberg, Edward; Winkelmann, Rainer
18
1998
Tailored randomized block MCMC methods with application to DSGE models. Zbl 1431.62603
Chib, Siddhartha; Ramamurthy, Srikanth
16
2010
Inference in semiparametric dynamic models for binary longitudinal data. Zbl 1119.62337
Chib, Siddhartha; Jeliazkov, Ivan
16
2006
Bayes prediction in regressions with elliptical errors. Zbl 0677.62030
Chib, Siddhartha; Tiwari, Ram C.; Jammalamadaka, S. Rao
15
1988
Bayes prediction in the linear model with spherically symmetric errors. Zbl 1328.62168
Jammalamadaka, S. Rao; Tiwari, Ram C.; Chib, Siddhartha
15
1987
Multivariate stochastic volatility. Zbl 1178.91221
Chib, Siddhartha; Omori, Yasuhiro; Asai, Manabu
13
2009
Bayesian model selection for join point regression with application to age-adjusted cancer rates. Zbl 05188721
Tiwari, Ram C.; Cronin, Kathleen A.; Davis, William; Feuer, Eric J.; Yu, Binbing; Chib, Siddhartha
12
2005
Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models. Zbl 0748.62033
Chib, Siddhartha; Osiewalski, Jacek; Steel, Mark F. J.
11
1991
Additive cubic spline regression with Dirichlet process mixture errors. Zbl 1431.62088
Chib, Siddhartha; Greenberg, Edward
10
2010
Analysis of treatment response data without the joint distribution of potential outcomes. Zbl 1247.91132
Chib, Siddhartha
9
2007
Accept-reject Metropolis-Hastings sampling and marginal likelihood estimation. Zbl 1077.65008
Chib, Siddhartha; Jeliazkov, Ivan
9
2005
Markov chain Monte Carlo and models of consideration set and parameter heterogeneity. Zbl 0962.62115
Chiang, Jeongwen; Chib, Siddhartha; Narasimhan, Chakravarthi
9
1999
Analysis of multifactor affine yield curve models. Zbl 1205.91173
Chib, Siddhartha; Ergashev, Bakhodir
7
2009
Modeling and calculating the effect of treatment at baseline from panel outcomes. Zbl 1247.62084
Chib, Siddhartha; Jacobi, Liana
5
2007
Bayesian methods for correlated binary data. Zbl 1022.62029
Chib, Siddhartha
4
2000
Analysis of treatment response data from eligibility designs. Zbl 1418.62389
Chib, Siddhartha; Jacobi, Liana
3
2008
Stochastic volatility: likelihood inference and comparison with ARCH models. Zbl 1082.62104
Kim, Sangjoon; Shephard, Neil; Chib, Siddhartha
3
2005
On conditional variance estimation in nonparametric regression. Zbl 1322.62014
Chib, Siddhartha; Greenberg, Edward
2
2013
Outlier detection in the state space model. Zbl 0800.62558
Chib, Siddhartha; Tiwari, Ram C.
2
1994
Bayesian estimation and comparison of moment condition models. Zbl 1409.62058
Chib, Siddhartha; Shin, Minchul; Simoni, Anna
1
2018
Bayes prediction density and regression estimation - a semiparametric approach. Zbl 0713.62032
Tiwari, R. C.; Jammalamadaka, S. R.; Chib, S.
1
1989
Bayesian estimation and comparison of moment condition models. Zbl 1409.62058
Chib, Siddhartha; Shin, Minchul; Simoni, Anna
1
2018
On conditional variance estimation in nonparametric regression. Zbl 1322.62014
Chib, Siddhartha; Greenberg, Edward
2
2013
Tailored randomized block MCMC methods with application to DSGE models. Zbl 1431.62603
Chib, Siddhartha; Ramamurthy, Srikanth
16
2010
Additive cubic spline regression with Dirichlet process mixture errors. Zbl 1431.62088
Chib, Siddhartha; Greenberg, Edward
10
2010
Multivariate stochastic volatility. Zbl 1178.91221
Chib, Siddhartha; Omori, Yasuhiro; Asai, Manabu
13
2009
Analysis of multifactor affine yield curve models. Zbl 1205.91173
Chib, Siddhartha; Ergashev, Bakhodir
7
2009
Analysis of treatment response data from eligibility designs. Zbl 1418.62389
Chib, Siddhartha; Jacobi, Liana
3
2008
Stochastic volatility with leverage: fast and efficient likelihood inference. Zbl 1247.91207
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil; Nakajima, Jouchi
62
2007
Analysis of treatment response data without the joint distribution of potential outcomes. Zbl 1247.91132
Chib, Siddhartha
9
2007
Modeling and calculating the effect of treatment at baseline from panel outcomes. Zbl 1247.62084
Chib, Siddhartha; Jacobi, Liana
5
2007
Analysis of high dimensional multivariate stochastic volatility models. Zbl 1418.62377
Chib, Siddhartha; Nardari, Federico; Shephard, Neil
40
2006
Inference in semiparametric dynamic models for binary longitudinal data. Zbl 1119.62337
Chib, Siddhartha; Jeliazkov, Ivan
16
2006
Bayesian model selection for join point regression with application to age-adjusted cancer rates. Zbl 05188721
Tiwari, Ram C.; Cronin, Kathleen A.; Davis, William; Feuer, Eric J.; Yu, Binbing; Chib, Siddhartha
12
2005
Accept-reject Metropolis-Hastings sampling and marginal likelihood estimation. Zbl 1077.65008
Chib, Siddhartha; Jeliazkov, Ivan
9
2005
Stochastic volatility: likelihood inference and comparison with ARCH models. Zbl 1082.62104
Kim, Sangjoon; Shephard, Neil; Chib, Siddhartha
3
2005
Marginal likelihood and Bayes factors for Dirichlet process mixture models. Zbl 1047.62023
Basu, Sanjib; Chib, Siddhartha
35
2003
Markov chain Monte Carlo methods for stochastic volatility models. Zbl 1099.62539
Chib, Siddhartha; Nardari, Federico; Shephard, Neil
108
2002
Semiparametric Bayes analysis of longitudinal data treatment models. Zbl 1030.62017
Chib, Siddhartha; Hamilton, Barton H.
20
2002
Marginal likelihood from the Metropolis-Hastings output. Zbl 1015.62020
Chib, Siddhartha; Jeliazkov, Ivan
169
2001
Likelihood inference for discretely observed nonlinear diffusions. Zbl 1017.62068
Elerian, Ola; Chib, Siddhartha; Shephard, Neil
122
2001
Sequential ordinal modeling with applications to survival data. Zbl 1209.62183
Albert, James H.; Chib, Siddhartha
18
2001
Bayesian analysis of cross-section and clustered data treatment models. Zbl 0970.62081
Chib, Siddhartha; Hamilton, Barton H.
18
2000
Bayesian methods for correlated binary data. Zbl 1022.62029
Chib, Siddhartha
4
2000
Markov chain Monte Carlo and models of consideration set and parameter heterogeneity. Zbl 0962.62115
Chiang, Jeongwen; Chib, Siddhartha; Narasimhan, Chakravarthi
9
1999
Stochastic volatility: likelihood inference and comparison with ARCH models. Zbl 0910.90067
Kim, Sangjoon; Shephard, Neil; Chib, Siddhartha
262
1998
Analysis of multivariate probit models. Zbl 0938.62020
Chib, Siddhartha; Greenberg, Edward
115
1998
Estimation and comparison of multiple change-point models. Zbl 1045.62510
Chib, Siddhartha
90
1998
Posterior simulation and Bayes factors in panel count data models. Zbl 1041.62524
Chib, Siddhartha; Greenberg, Edward; Winkelmann, Rainer
18
1998
Bayesian tests and model diagnostics in conditionally independent hierarchical models. Zbl 0889.62016
Albert, Jim; Chib, Siddhartha
20
1997
Calculating posterior distributions and modal estimates in Markov mixture models. Zbl 0864.62010
Chib, Siddhartha
88
1996
Marginal likelihood from the Gibbs output. Zbl 0868.62027
Chib, Siddhartha
279
1995
Bayesian model choice via Markov chain Monte Carlo methods. Zbl 0827.62027
Carlin, Bradley P.; Chib, Siddhartha
106
1995
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models. Zbl 0833.62103
Chib, Siddhartha; Greenberg, Edward
33
1995
Bayesian residual analysis for binary response regression models. Zbl 0861.62022
Albert, Jim; Chib, Siddhartha
28
1995
Bayes inference in regression models with ARMA\((p,q)\) errors. Zbl 0807.62065
Chib, Siddhartha; Greenberg, Edward
62
1994
Outlier detection in the state space model. Zbl 0800.62558
Chib, Siddhartha; Tiwari, Ram C.
2
1994
Bayesian analysis of binary and polychotomous response data. Zbl 0774.62031
Albert, James H.; Chib, Siddhartha
387
1993
Bayes regression with autoregressive errors. A Gibbs sampling approach. Zbl 0775.62068
Chib, Siddhartha
22
1993
Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models. Zbl 0748.62033
Chib, Siddhartha; Osiewalski, Jacek; Steel, Mark F. J.
11
1991
Bayes prediction density and regression estimation - a semiparametric approach. Zbl 0713.62032
Tiwari, R. C.; Jammalamadaka, S. R.; Chib, S.
1
1989
Bayes prediction in regressions with elliptical errors. Zbl 0677.62030
Chib, Siddhartha; Tiwari, Ram C.; Jammalamadaka, S. Rao
15
1988
Bayes prediction in the linear model with spherically symmetric errors. Zbl 1328.62168
Jammalamadaka, S. Rao; Tiwari, Ram C.; Chib, Siddhartha
15
1987
all top 5

Cited by 2,477 Authors

25 Chib, Siddhartha
25 Dunson, David Brian
17 Omori, Yasuhiro
13 Chen, Cathy W. S.
12 Chen, Minghui
11 Dellaportas, Petros
11 Frühwirth-Schnatter, Sylvia
11 Kohn, Robert J.
11 Steel, Mark F. J.
10 Dey, Dipak Kumar
10 Griffin, Jim E.
10 Koop, Gary
10 Lee, Sik-Yum
10 Roberts, Gareth O.
10 Yu, Jun
9 Asai, Manabu
9 Gelfand, Alan Enoch
9 McAleer, Michael
9 Shephard, Neil
9 Song, Xinyuan
8 Chan, Jennifer So Kuen
8 Chopin, Nicolas
8 Czado, Claudia
8 Lachos Dávila, Víctor Hugo
8 Müller, Peter
8 Robert, Christian P. Robert
8 Zhang, Xibin
7 Abanto-Valle, Carlos Antonio
7 Daniels, Michael J.
7 DeSarbo, Wayne S.
7 Forster, Jonathan J.
7 Geweke, John F.
7 Martin, Gael M.
7 Migon, Helio S.
7 Ntzoufras, Ioannis
7 Rouder, Jeffrey N.
7 So, Mike K. P.
7 Spezia, Luigi
6 Casarin, Roberto
6 Choy, S. T. Boris
6 Doucet, Arnaud
6 Fearnhead, Paul
6 Morey, Richard D.
6 Osiewalski, Jacek
6 Paroli, Roberta
6 Rombouts, Jeroen V. K.
6 Roy, Vivekananda
6 Speckman, Paul L.
6 Sun, Dongchu
6 Tsionas, Efthymios G.
6 Vannucci, Marina
5 Arashi, Mohammad
5 Bazán, Jorge Luis
5 Belin, Thomas R.
5 Carvalho, Carlos Marinho
5 Casella, George
5 Chan, Joshua C. C.
5 Congdon, Peter D.
5 Fox, Jean-Paul
5 Gerlach, Richard H.
5 Ghosal, Subhashis
5 Ghosh, Pulak
5 Greenberg, Edward
5 Hoijtink, Herbert
5 Holan, Scott H.
5 Hoshino, Takahiro
5 Klugkist, Irene
5 Kneib, Thomas
5 Liesenfeld, Roman
5 Lin, Jinguan
5 Lopes, Hedibert Freitas
5 Maheu, John M.
5 Martín, Jacinto
5 Mira, Antonietta
5 Mulder, Joris
5 Nakajima, Jouchi
5 Oh, Man-Suk
5 Parmigiani, Giovanni
5 Pérez, Carlos Javier
5 Rue, Håvard
5 Samson, Adeline
5 Singer, Hermann
5 Strachan, Rodney W.
5 Timmermann, Allan G.
5 Tobias, Justin L.
5 Tsionas, Mike G.
5 Wang, Haibin
5 Wikle, Christopher K.
4 Aston, John A. D.
4 Bauwens, Luc C. A. A.
4 Beskos, Alexandros
4 Biswas, Jayabrata
4 Bolfarine, Heleno
4 Boscardin, W. John
4 Branco, Márcia D’Elia
4 Cai, Bo
4 Choi, Taeryon
4 Das, Kiranmoy
4 Deschamps, Philippe J.
4 Dominici, Francesca
...and 2,377 more Authors
all top 5

Cited in 147 Serials

198 Computational Statistics and Data Analysis
184 Journal of Econometrics
75 Biometrics
70 Statistics and Computing
47 Computational Statistics
45 The Annals of Applied Statistics
43 Journal of Applied Statistics
41 Journal of Statistical Planning and Inference
38 Communications in Statistics. Theory and Methods
38 Journal of Statistical Computation and Simulation
34 Psychometrika
32 Bayesian Analysis
28 Journal of Economic Dynamics & Control
24 Journal of the American Statistical Association
21 The Canadian Journal of Statistics
21 Journal of Multivariate Analysis
20 Statistics & Probability Letters
20 Economics Letters
20 Journal of Agricultural, Biological, and Environmental Statistics
19 The Annals of Statistics
19 Statistical Science
18 Journal of Mathematical Psychology
18 Journal of Time Series Analysis
17 Quantitative Finance
16 Econometric Reviews
15 Communications in Statistics. Simulation and Computation
15 Statistical Modelling
15 Electronic Journal of Statistics
14 The Econometrics Journal
14 Journal of the Royal Statistical Society. Series B. Statistical Methodology
13 European Journal of Operational Research
12 Statistical Papers
12 Brazilian Journal of Probability and Statistics
10 Biometrical Journal
10 Test
10 Statistical Methods and Applications
9 Scandinavian Journal of Statistics
9 Mathematics and Computers in Simulation
9 Econometric Theory
9 Applied Stochastic Models in Business and Industry
9 Statistical Methodology
8 Annals of the Institute of Statistical Mathematics
7 Computational Economics
7 Bernoulli
7 Australian & New Zealand Journal of Statistics
7 Journal of the Royal Statistical Society. Series C. Applied Statistics
7 Biostatistics
7 Journal of the Korean Statistical Society
7 AStA. Advances in Statistical Analysis
6 Statistics
6 Journal of Probability and Statistics
5 International Statistical Review
5 Statistica Neerlandica
5 Neural Computation
5 Journal of Forecasting
4 Journal of Computational Physics
4 Applied Mathematical Modelling
4 Lifetime Data Analysis
4 Methodology and Computing in Applied Probability
4 Journal of Machine Learning Research (JMLR)
3 Computer Methods in Applied Mechanics and Engineering
3 Journal of Mathematical Biology
3 Mathematical Biosciences
3 Metron
3 Stochastic Processes and their Applications
3 International Journal of Theoretical and Applied Finance
3 Statistical Applications in Genetics and Molecular Biology
3 Asia-Pacific Financial Markets
3 Journal of Statistical Theory and Practice
3 Statistics Surveys
2 International Journal of Systems Science
2 Chaos, Solitons and Fractals
2 Applied Mathematics and Computation
2 Automatica
2 Journal of Environmental Economics and Management
2 The Journal of Mathematical Sociology
2 Opsearch
2 Insurance Mathematics & Economics
2 International Journal of Approximate Reasoning
2 Annals of Operations Research
2 Discrete Dynamics in Nature and Society
2 Statistical Inference for Stochastic Processes
2 Scandinavian Actuarial Journal
2 Discrete and Continuous Dynamical Systems. Series B
2 Journal of Applied Mathematics
2 Thai Journal of Mathematics
2 Sankhyā. Series B
2 Quantitative Economics
2 Journal of Time Series Econometrics
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Advances in Applied Probability
1 Journal of the Franklin Institute
1 Journal of Statistical Physics
1 Bulletin of Mathematical Biology
1 Information Sciences
1 International Economic Review
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Operations Research
1 Theoretical Population Biology
...and 47 more Serials

Citations by Year