By Scientia Professor Robert Kohn

Journal articles

Park BJ; Kim WH; Ruppert D; Jones MW; Signorini DF; Kohn R, 1997, 'Simple transformation techniques for improved nonparametric regression', Scandinavian Journal of Statistics, 24, pp. 145 - 164, http://dx.doi.org/10.1111/1467-9469.00055

Wong CS; Kohn R, 1996, 'A bayesian approach to additive semiparametric regression', Journal of Econometrics, pp. 209 - 235

Wong CS; Kohn R, 1996, 'A bayesian approach to estimating and forecasting edditive nonparametric autoregressive models', Journal of Time Series Analysis, 17, pp. 203 - 220

Barnett G; Kohn R; Sheather SJ, 1996, 'Bayesian estimation of an autoregressive model using Markov chain Monte Carlo', Journal of Econometrics, pp. 237 - 254

Smith MM; Sheather SJ; Kohn R, 1996, 'Finite sample performance of robust Bayesian regression', Computational Statistics, 11, pp. 269 - 301, http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.57.2290&rep=rep1&type=pdf

Kohn R; Carter CK, 1996, 'Markov chain Monte Carlo in conditionally Gaussian state space models', Biometrika, pp. 589 - 601

Smith MM; Kohn R, 1996, 'Nonparametric regression using bayesian variable selection', Journal of Econometrics, pp. 317 - 344

Barnett G; Kohn R; Sheather SJ; Wong JK, 1995, 'Markov chain Monte Carlo estimation of autoregressive models with application to metal pollutant concentration in sludge', Mathematical and Computer Modelling, pp. 7 - 13

Carter CK; Kohn R, 1994, 'On Gibbs sampling for state space models', Biometrika, 81, pp. 541 - 553, http://dx.doi.org/10.1093/biomet/81.3.541

Ansley CF; Kohn R, 1994, 'Convergence of the Backfitting Algorithm for Additive Models', Journal of the Australian Mathematical Society, 57, pp. 316 - 329, http://dx.doi.org/10.1017/S1446788700037721

Shively TS; Kohn R; Ansley CF, 1994, 'Testing for linearity in a semiparametric regression model', Journal of Econometrics, 64, pp. 77 - 96, http://dx.doi.org/10.1016/0304-4076(94)90058-2

Kohn R; Ansley CF, 1993, 'Accuracy and efficiency of alternative spline smoothing algorithms', Journal of Statistical Computation and Simulation, 46, pp. 1 - 18, http://dx.doi.org/10.1080/00949659308811488

Ansley CF; Kohn R; Wong CM, 1993, 'Nonparametric spline regression with prior information', Biometrika, 80, pp. 75 - 88, http://dx.doi.org/10.1093/biomet/80.1.75

KOHN R; SHIVELY TS; ANSLEY CF, 1993, 'COMPUTING P-VALUES FOR THE GENERALIZED DURBIN-WATSON STATISTIC AND RESIDUAL AUTOCORRELATIONS IN REGRESSION', JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 42, pp. 249 - 258, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1993KJ08500021&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Ansley CF; Kohn R; Wong CM, 1992, 'The estimation of error standard deviation in spline regression', Journal of Statistical Computation and Simulation, 44, pp. 1 - 15, http://dx.doi.org/10.1080/00949659208811445

Kohn R; Ansley CF; Wong CM, 1992, 'Nonparametric spline regression with autoregressive moving average errors', Biometrika, 79, pp. 335 - 346, http://dx.doi.org/10.1093/biomet/79.2.335

Ansley CF; Kohn R; Shively TS, 1992, 'Computing p-values for the generalized Durbin-Watson and other invariant test statistics', Journal of Econometrics, 54, pp. 277 - 300, http://dx.doi.org/10.1016/0304-4076(92)90109-5

Kohn R; Ansley CF, 1991, 'A signal extraction approach to the estimation of treatment and control curves', Journal of the American Statistical Association, 86, pp. 1034 - 1041, http://dx.doi.org/10.1080/01621459.1991.10475149

Kohn R; Ansley CF; Tharm D, 1991, 'The performance of cross-validation and maximum likelihood estimators of spline smoothing parameters', Journal of the American Statistical Association, 86, pp. 1042 - 1050, http://dx.doi.org/10.1080/01621459.1991.10475150

KOHN R; ANSLEY CF; THARM D, 1991, 'THE PERFORMANCE OF CROSS-VALIDATION AND MAXIMUM-LIKELIHOOD ESTIMATORS OF SPLINE SMOOTHING PARAMETERS', JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 86, pp. 1042 - 1050, http://dx.doi.org/10.2307/2290523

Ansley CF; Kohn R, 1990, 'A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS', Journal of Time Series Analysis, 11, pp. 181 - 183, http://dx.doi.org/10.1111/j.1467-9892.1990.tb00050.x

Shively TS; Ansley CF; Kohn R, 1990, 'Fast evaluation of the distribution of the Durbin-Watson and other invariant test statistics in time series regression', Journal of the American Statistical Association, 85, pp. 676 - 685, http://dx.doi.org/10.1080/01621459.1990.10474927

Ansley CF; Kohn R, 1990, 'FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS', Journal of Time Series Analysis, 11, pp. 275 - 293, http://dx.doi.org/10.1111/j.1467-9892.1990.tb00058.x

SHIVELY TS; ANSLEY CF; KOHN R, 1990, 'FAST EVALUATION OF THE DISTRIBUTION OF THE DURBIN-WATSON AND OTHER INVARIANT TEST STATISTICS IN TIME-SERIES REGRESSION', JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 85, pp. 676 - 685, http://dx.doi.org/10.2307/2290002

KOHN R; ANSLEY CF, 1989, 'LINEAR SMOOTHERS AND ADDITIVE-MODELS - DISCUSSION', ANNALS OF STATISTICS, 17, pp. 535 - 540, http://dx.doi.org/10.1214/aos/1176347122

Kohn R; Ansley CF, 1989, 'A fast algorithm for signal extraction, influence and cross-validation in state space models', Biometrika, 76, pp. 65 - 79, http://dx.doi.org/10.1093/biomet/76.1.65

Kohn R; Ansley CF, 1989, 'Filtering and smoothing algorithms for state space models', Computers and Mathematics with Applications, 18, pp. 515 - 528, http://dx.doi.org/10.1016/0898-1221(89)90104-1

Kohn R; Ansley CF, 1987, 'Signal extraction for finite nonstationary time series', Biometrika, 74, pp. 411 - 421, http://dx.doi.org/10.1093/biomet/74.2.411

Ansley CF; Kohn R, 1987, 'Efficient generalized cross-validation for state space models', Biometrika, 74, pp. 139 - 148, http://dx.doi.org/10.1093/biomet/74.1.139

Kohn R; Ansley CF, 1987, 'Comment', Journal of the American Statistical Association, 82, pp. 1041 - 1044, http://dx.doi.org/10.1080/01621459.1987.10478535

KOHN R; ANSLEY CF, 1987, 'A NEW ALGORITHM FOR SPLINE SMOOTHING BASED ON SMOOTHING A STOCHASTIC-PROCESS', SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 8, pp. 33 - 48, http://dx.doi.org/10.1137/0908004

KOHN R; ANSLEY CF, 1987, 'NON-GAUSSIAN STATE-SPACE MODELING OF NONSTATIONARY TIME-SERIES - COMMENT', JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 82, pp. 1041 - 1044, http://dx.doi.org/10.2307/2289376

KOHN R; ANSLEY CF, 1987, 'SIGNAL EXTRACTION FOR FINITE NONSTATIONARY TIME-SERIES', BIOMETRIKA, 74, pp. 411 - 421, http://dx.doi.org/10.1093/biomet/74.2.411

Ansley CF; Kohn R, 1986, 'Spline Smoothing with Repeated Values', Journal of Statistical Computation and Simulation, 25, pp. 251 - 258, http://dx.doi.org/10.1080/00949658608810935

Kohn R; Ansley CF, 1986, 'Fast filtering for seasonal moving average models', Biometrika, 73, pp. 522 - 524, http://dx.doi.org/10.1093/biomet/73.2.522

Kohn R; Ansley CF, 1986, 'Prediction mean squared error for state space models with estimated parameters', Biometrika, 73, pp. 467 - 473, http://dx.doi.org/10.1093/biomet/73.2.467

Ansley CF; Kohn R, 1986, 'A note on reparameterizing a vector autoregressive moving average model to enforce stationarity', Journal of Statistical Computation and Simulation, 24, pp. 99 - 106, http://dx.doi.org/10.1080/00949658608810893

Kohn R; Ansley CF, 1986, 'Estimation, prediction, and interpolation for ARIMA models with missing data', Journal of the American Statistical Association, 81, pp. 751 - 761, http://dx.doi.org/10.1080/01621459.1986.10478332

KOHN R; ANSLEY CF, 1986, 'ESTIMATION, PREDICTION, AND INTERPOLATION FOR ARIMA MODELS WITH MISSING DATA', JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 81, pp. 751 - 761, http://dx.doi.org/10.2307/2289007

Ansley CF; Kohn R, 1986, 'On the equivalence of two stochastic approaches to spline smoothing', Journal of Applied Probability, 23, pp. 391 - 405, http://dx.doi.org/10.2307/3214367

Ansley CF; Kohn R, 1986, 'On the equivalence of two stochastic approaches to spline smoothing', Journal of Applied Probability, 23, pp. 391 - 405, http://dx.doi.org/10.1017/s002190020011722x

ANSLEY CF; KOHN R, 1986, 'PREDICTION MEAN SQUARED ERROR FOR STATE-SPACE MODELS WITH ESTIMATED PARAMETERS', BIOMETRIKA, 73, pp. 467 - 473, http://dx.doi.org/10.2307/2336224

Kohn R; Ansley CF, 1985, 'Efficient estimation and prediction in time series regression models', Biometrika, 72, pp. 694 - 697, http://dx.doi.org/10.1093/biomet/72.3.694

Kohn R; Ansley CF, 1985, 'Computing the likelihood and its derivatives for a gaussian arma model', Journal of Statistical Computation and Simulation, 22, pp. 229 - 263, http://dx.doi.org/10.1080/00949658508810849

Ansley CF; Kohn R, 1985, 'On the rate of convergence of the innovation representation of a moving average process', Biometrika, 72, pp. 325 - 330, http://dx.doi.org/10.1093/biomet/72.2.325

Ansley CF; Kohn R, 1985, 'A Structured State Space Approach to Computing the Likelihood of an ARIMA Process and its Derivatives', Journal of Statistical Computation and Simulation, 21, pp. 135 - 169, http://dx.doi.org/10.1080/00949658508810810

ANSLEY CF; KOHN R, 1985, 'ESTIMATION, FILTERING, AND SMOOTHING IN STATE-SPACE MODELS WITH INCOMPLETELY SPECIFIED INITIAL CONDITIONS', ANNALS OF STATISTICS, 13, pp. 1286 - 1316, http://dx.doi.org/10.1214/aos/1176349739

Kohn R; Ansley CF, 1984, 'A note on Kalman filtering for the seasonal moving average model', Biometrika, 71, pp. 648 - 650, http://dx.doi.org/10.1093/biomet/71.3.648

Kohn R; Ansley CF, 1983, 'Fixed interval estimation in state space models when some of the data are missing or aggregated', Biometrika, 70, pp. 683 - 688, http://dx.doi.org/10.1093/biomet/70.3.683

Ansley CF; Kohn R, 1983, 'Exact likelihood of vector autoregressive-moving average process with missing or aggregated data', Biometrika, 70, pp. 275 - 278, http://dx.doi.org/10.1093/biomet/70.1.275

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