By Scientia Professor Robert Kohn

Journal articles

Tran MN; Giordani P; Kohn R, 2012, 'Discussion of "Fast sparse regression and classification" by Jerome Friedman', International Journal of Forecasting, 28, pp. 749 - 750, http://dx.doi.org/10.1016/j.ijforecast.2012.04.010

Smith MS; Gan Q; Kohn RJ, 2012, 'Modelling dependence using skew t copulas: Bayesian inference and applications', Journal of Applied Econometrics, 27, pp. 500 - 522, http://dx.doi.org/10.1002/jae.1215

Villani M; Kohn R; Nott DJ, 2012, 'Generalized smooth finite mixtures', Journal of Econometrics, 171, pp. 121 - 133, http://dx.doi.org/10.1016/j.jeconom.2012.06.012

Pitt M; Silva RDS; Giordani P; Kohn R, 2012, 'On some properties of Markov chain Monte Carlo simulation methods based on the particle filter (', Journal of Econometrics, 171, pp. 134 - 151, http://dx.doi.org/10.1016/j.jeconom.2012.06.004

Nott DJ; Tan SL; Villiani M; Kohn R, 2012, 'Regression density estimation with variational methods and stochastic approximation', Journal of Computational and Graphical Statistics, 21, pp. 797 - 820, http://dx.doi.org/10.1080/10618600.2012.679897

Wood SA; Rosen O; Kohn R, 2011, 'Bayesian mixtures of autoregressive models', Journal of Computational and Graphical Statistics, 20, pp. 174 - 195, http://dx.doi.org/10.1198/jcgs.2010.09174

Carter CK; Wong F; Kohn R, 2011, 'Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach', Journal of Multivariate Analysis, 102, pp. 871 - 883, http://dx.doi.org/10.1016/j.jmva.2011.01.001

Li F; Villani M; Kohn R, 2010, 'Flexible modeling of conditional distributions using smooth mixtures of asymmetric student t densities', Journal of Statistical Planning and Inference, 140, pp. 3638 - 3654, http://dx.doi.org/10.1016/j.jspi.2010.04.031

Pitt M; Silva R; Giordani P; Kohn R, 2010, 'Auxiliary Particle filtering within adaptive Metropolis-Hastings Sampling', Auxiliary Particle filtering within adaptive Metropolis-Hastings Sampling, http://arxiv.org/abs/1006.1914v1

Giordani P; Kohn R, 2010, 'Adaptive independent Metropolis-Hastings by fast estimation of mixtures of normals', Journal of Computational and Graphical Statistics, 19, pp. 243 - 259, http://dx.doi.org/10.1198/jcgs.2009.07174

Silva R; Kohn R; Giordani P; Mun X, 2010, 'A copula based approach to adaptive sampling', A copula based approach to adaptive sampling, http://arxiv.org/abs/1002.4775v1

Xu W; Yang L; Kohn R, 2010, 'Computationally Efficient Estimation of Factor Multivariate Stochastic Volatility Models', Computationally Efficient Estimation of Factor Multivariate Stochastic Volatility Models, http://arxiv.org/abs/1002.2017v1

Fiebig D; Kohn R; Cripps E, 2010, 'Parsimonious estimation of the covariance matrix in multinomial probit models', Econometric Reviews, 29, pp. 146 - 157, http://dx.doi.org/10.1080/07474930903382158

Armstrong HJ; Carter CK; Wong KF; Kohn R, 2009, 'Bayesian covariance matrix estimation using a mixture of decomposable graphical models', Statistics and Computing, 19, pp. 303 - 316

Gu Y; Fiebig D; Cripps EJ; Kohn R, 2009, 'Bayesian estimation of a random effects heteroscedastic probit model', Econometrics Journal, 12, pp. 324 - 339

Young GJ; Valdez E; Kohn R, 2009, 'Multivariate probit models for conditional claim-types', Insurance Mathematics and Economics, 44, pp. 214 - 228

Fiebig D; Kohn R; Leslie D, 2009, 'Nonparametric estimation of the distribution function in contingent valuation models', Bayesian Analysis, 4, pp. 573 - 598

Villani M; Kohn R; Giordani P, 2009, 'Regression density estimation using smooth adaptive Gaussian mixtures', Journal of Econometrics, 153, pp. 155 - 173

Nott DJ; Kohn RJ; Fielding M, 2008, 'Approximating the marginal likelihood using copula', Approximating the marginal likelihood using copula, http://arxiv.org/abs/0810.5474v1

Kohn R, 2008, 'Bayesian inference using adaptive sampling', Advances in Econometrics : A Research Annual, 23, pp. 61 - 81, http://dx.doi.org/10.1016/S0731-9053(08)23002-1

Giordani P; Kohn R, 2008, 'Efficient Bayesian inference for multiple change-point and mixture innovation models', Journal of Business and Economic Statistics, 26, pp. 66 - 77

Wood SA; Kohn R; Cottet R; Jiang W; Tanner M, 2008, 'Locally adaptive nonparametric binary regression', Journal of Computational and Graphical Statistics, 17, pp. 352 - 372

Cottet R; Kohn R; Nott DJ, 2008, 'Variable selection and model averaging in semiparametric overdispersed generalized linear models', Journal of the American Statistical Association, 103, pp. 661 - 671

Leslie D; Kohn R; Nott DJ, 2007, 'A general approach to heteroscedastic linear regression', Statistics and Computing, 17, pp. 131 - 146

Giordani P; Kohn R; van Dijk D, 2007, 'A unified approach to nonlinearity, structural change, and outliers', Journal of Econometrics, 137, pp. 112 - 133

Cripps EJ; Kohn R; Nott DJ, 2006, 'Bayesian subset selection and model averaging using a centred and dispersed prior for the error variance', Australian and New Zealand Journal of Statistics, 48, pp. 237 - 252

Pitt M; Chan D; Kohn R, 2006, 'Efficient Bayesian inference for Gaussian copula regression models', Biometrika, 93, pp. 537 - 554

Chan DW; Kohn R; Nott DJ; Kirby CM, 2006, 'Locally adaptive semiparametric estimation of the mean and variance functions in regression models', Journal of Computational and Graphical Statistics, 15, pp. 915 - 936

Chan D; Kohn R; Kirby C, 2006, 'Multivariate stochastic volatility models with correlated errors', Econometric Reviews, 25, pp. 245 - 274

Nott DJ; Kohn R, 2005, 'Adaptive sampling for Bayesian variable selection', Biometrika, 92, pp. 747 - 763

Carter CK; Wong F; Kohn R, 2003, 'Efficient estimation of covariance selection models', Biometrika, 90, pp. 809 - 830, http://www.ox.ac.uk/about/organisation/oxford-university-press

Kohn R; Wood SA; Yau P, 2003, 'Bayesian variable selection and model averaging in high-dimensional multinomial nonparametric regression', Journal of Computational and Graphical Statistics, 12, pp. 23 - 54

Yau P; Kohn R, 2003, 'Estimation and variable selection in nonparametric heteroscedastic regression', Statistics and Computing, 13, pp. 191 - 208, http://dx.doi.org/10.1023/A:1024293931757

Louviere J; Street D; Carson R; Ainslie A; Deshazo JR; Cameron T; Hensher D; Kohn R; Marley T, 2002, 'Dissecting the Random Component of Utility', Marketing Letters, 13, pp. 177 - 193, http://dx.doi.org/10.1023/A:1020258402210

Smith M; Yau P; Shively T; Kohn R, 2002, 'Estimating long-term trends in tropospheric ozone levels', International Statistical Review, 70, pp. 99 - 124

Wood SA; Kohn R; Shively T; Jiang W, 2002, 'Model selection in spline nonparametric regression', Journal of the Royal Statistical Society Series B - Statistical Methodology, 64, pp. 119 - 139

Smith M; Kohn R, 2002, 'Parsimonious covariance matrix estimation for longitudinal data', Journal of the American Statistical Association, 97, pp. 1141 - 1153

Kohn R; Smith M; Chan D, 2001, 'Nonparametric regression using linear combinations of basis functions', Statistics and Computing, 11, pp. 313 - 322

Nott DJ; Dunsmuir WT; Kohn R; Woodcock F, 2001, 'Statistical correction of a deterministic numerical weather prediction model', Journal of the American Statistical Association, pp. 794 - 804

Carter CK; Gerlach R; Kohn R, 2000, 'Efficient Bayesian Inference for Dynamic Mixture Models', Journal of the American Statistical Association, 95, pp. 819 - 828, http://dx.doi.org/10.2307/2669465

Shively TS; Allenby GM; Kohn R, 2000, 'A nonparametric approach to identifying latent relationships in hierarchical models', Marketing Science, 19, pp. 149 - 162

Smith MM; Kohn R; Mathur SK, 2000, 'Bayesian semiparametric regression: an exposition and application to print advertising data', Journal of Business Research, 49, pp. 229 - 244, http://dx.doi.org/10.1016/S0148-2963(99)00055-7

Gerlach R; Carter C; Kohn R, 2000, 'Efficient Bayesian Inference for Dynamic Mixture Models', Journal of the American Statistical Association, 95, pp. 819 - 819, http://dx.doi.org/10.2307/2669465

Smith MM; Kohn R, 2000, 'Nonparametric seemingly unrelated regression', Journal of Econometrics, pp. 257 - 281

Kohn R; Marron JS; Yau P, 2000, 'Wavelet estimation using Bayesian basis selection and basis averaging', Statistica Sinica, 10, pp. 109 - 128

Shively TS; Kohn R; Wood S, 1999, 'Rejoinder', Journal of the American Statistical Association, 94, pp. 804 - 806, http://dx.doi.org/10.1080/01621459.1999.10474185

Gerlach R; Carter CK; Kohn R, 1999, 'Diagnostics for time series analysis', Journal of Time Series Analysis, pp. 309 - 330

Shivley TS; Kohn R; Wood SA, 1999, 'Variable selection and function estimation in additive nonparametric regression using a data-based prior', Journal of the American Statistical Association, 94, pp. 777 - 806, http://dx.doi.org/10.2307/2669990

Shively TS; Kohn R; Wood S, 1999, 'Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior', Journal of the American Statistical Association, 94, pp. 777 - 777, http://dx.doi.org/10.2307/2669990

Shively TS; Kohn R; Wood S, 1999, 'Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior: Rejoinder', Journal of the American Statistical Association, 94, pp. 804 - 804, http://dx.doi.org/10.2307/2669995

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