Robert J. Kohn
Names
first: 
Robert 
middle: 
J. 
last: 
Kohn 
Contact
email: 

Affiliations

UNSW Sydney
→ UNSW Business School
→ School of Economics
 website
 location: Sydney, Australia
Research profile
author of:

Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data
by Smith, Michael & Kohn, Robert & Mathur, Sharat K.

Consistent Estimation of Minimal Subset Dimension.
by Kohn, Robert

Testing for linearity in a semiparametric regression model
by Shively, Thomas S. & Kohn, Robert & Ansley, Craig F.

Computing pvalues for the generalized DurbinWatson and other invariant test statistics
by Ansley, Craig F. & Kohn, Robert & Shively, Thomas S.

Nonparametric seemingly unrelated regression
by Smith, Michael & Kohn, Robert

Nonparametric Seemingly Unrelated Regression
by Smith, M. & Kohn, R.

A Bayesian approach to additive semiparametric regression
by Wong, Chiming & Kohn, Robert

Markov Chain Monte Carlo in Conditionally Gaussian State Space Models
by Carter, C. K. & Kohn, R.

A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
by Shively, Thomas S. & Kohn, Robert

Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
by Barnett, Glen & Kohn, Robert & Sheather, Simon

Nonparametric Regression using Bayesian Variable Selection
by Smith, M. & Kohn, R.

Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo
by Barnett, G. & Kohn, R. & Sheather, S.

Robust Bayesian nonparametric regression
by Carter, C. K. & Kohn, R.

Identification Results for ARMAX Structures.
by Kohn, R.

On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model.
by Kohn, R.

Estimating LongTerm Trends in Tropospheric Ozone Levels
by Smith, M. & Yau, P. & Shively, T. & Kohn, R.

Finite sample performance of robust Bayesian regression
by Smith, M. & Sheather S. & Kohn, R.

Robust Bayesian estimation of autoregressivemoving range models
by Barnett, G. & Kohn, R. & Sheather, S.

Semiparametric Bayesian inference for time series with mixed spectra
by Carter, C. K. & Kohn, R.

Additive Nonparametric Regression with Autocorrelated Errors.
by Smith, M. & Wong, C. M. & Kohn, R.

Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data
by Smith, M. & Mathur, S. K. & Kohn, R.

Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models.
by Kohn, R.

Additive Nonparametric Regression for Time Series
by Smith, M. & ChiMing Wong & Kohn, R.

Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data
by Smith, M. & Mathur, S. & Kohn, R.

A note on an alternative derivation of the likelihood of an autoregressive moving average process
by Kohn, R.

When is an aggregate of a time series efficiently forecast by its past?
by Kohn, Robert

Nonparametric regression using Bayesian variable selection
by Smith, Michael & Kohn, Robert

Efficient Bayesian Inference for Multiple ChangePoint and Mixture Innovation Models
by Giordani, Paolo & Kohn, Robert

Local and global identification and strong consistency in time series models
by Kohn, R.

Model selection in spline nonparametric regression
by Sally Wood & Robert Kohn & Tom Shively & Wenxin Jiang

Parsimonious Covariance Matrix Estimation for Longitudinal Data
by Smith M. & Kohn R.

A unified approach to nonlinearity, structural change, and outliers
by Giordani, Paolo & Kohn, Robert & van Dijk, Dick

Statistical Correction of a Deterministic Numerical Weather Prediction Model
by Nott D. J. & Dunsmuir W. T. M. & Kohn R. & Woodcock F.

Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures
by Villani, Mattias & Kohn, Robert & Giordani, Paolo

Local identification of ARMAX structures subject to nonlinear constraints
by R. Kohn

Bayesian Variable Selection of Risk Factors in the APT Model
by Robert Kohn & Rachida Ouysse

Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models
by Helen Armstrong & Christopher K. Carter & Kevin K. F. Wong & Robert Kohn

Efficient Bayesian Inference for Multiple ChangePoint and Mixture Innovation Models
by Giordani, Paolo & Kohn, Robert

Adaptive sampling for Bayesian variable selection
by David J. Nott & Robert Kohn

Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
by Cottet, Remy & Kohn, Robert J. & Nott, David J.

Efficient Bayesian inference for Gaussian copula regression models
by Michael Pitt & David Chan & Robert Kohn

Bayesian estimation of a random effects heteroscedastic probit model
by Yuanyuan Gu & Denzil G. Fiebig & Edward Cripps & Robert Kohn

Multivariate probit models for conditional claimtypes
by Young, Gary & Valdez, Emiliano A. & Kohn, Robert

Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities
by Li, Feng & Villani, Mattias & Kohn, Robert

Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models
by Edward Cripps & Denzil G. Fiebig & Robert Kohn

Adaptive hybrid MetropolisHastings samplers for DSGE models
by Strid, Ingvar & Giordani, Paolo & Kohn, Robert

Regression density estimation using smooth adaptive Gaussian mixtures
by Villani, Mattias & Kohn, Robert & Giordani, Paolo

On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
by Pitt, Michael K. & Silva, Ralph dos Santos & Giordani, Paolo & Kohn, Robert

Modelling dependence using skew t copulas: Bayesian inference and applications
by Michael S. Smith & Quan Gan & Robert J. Kohn

A Copula Based Bayesian Approach for PaidIncurred Claims Models for NonLife Insurance Reserving
by Gareth W. Peters & Alice X. D. Dong & Robert Kohn

Multivariate Stochastic Volatility Models with Correlated Errors
by David Chan & Robert Kohn & Chris Kirby

Modeling Conditional Densities Using Finite Smooth Mixtures
by Li, Feng & Villani, Mattias & Kohn, Robert

Generalized smooth finite mixtures
by Villani, Mattias & Kohn, Robert & Nott, David J.

Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach
by Carter, Christopher K. & Wong, Frederick & Kohn, Robert

A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models
by Thomas S. Shively & Greg M. Allenby & Robert Kohn

Bayesian variable selection and model averaging in the arbitrage pricing theory model
by Ouysse, Rachida & Kohn, Robert

Particle efficient importance sampling
by Scharth, Marcel & Kohn, Robert

Subsampling MCMC  an Introduction for the Survey Statistician
by Matias Quiroz & Mattias Villani & Robert Kohn & MinhNgoc Tran & KhueDung Dang

The nonparametric estimation of growth curves
by Kohn, R. & Ansley, C. F.

Subsampling Sequential Monte Carlo for Static Bayesian Models
by Gunawan, David & Dang, KhueDung & Quiroz, Matias & Kohn, Robert & Tran, MinhNgoc

Mixed Marginal Copula Modeling
by David Gunawan & Mohamad A. Khaled & Robert Kohn

SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR
by Quiroz, Matias & Villani, Mattias & Kohn, Robert

ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS
by Glen Barnett & Robert Kohn & Simon Sheather

A unified approach to nonlinearity, structural change and outliers
by Giordani, P. & Kohn, R. & van Dijk, D. J. C.

Speeding up MCMC by Efficient Data Subsampling
by Kohn, Robert & Quiroz, Matias & Tran, MinhNgoc & Villani, Mattias

A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS
by Chi‐ming Wong & Robert Kohn

Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation
by Kohn, Robert & Nguyen, Nghia & Nott, David & Tran, MinhNgoc

SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING
by Quiroz, Matias & Villani, Mattias & Kohn, Robert

Semiparametric Bayesian Inference for Time Series with Mixed Spectra
by C. K. Carter & R. Kohn

FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS
by Craig F. Ansley & Robert Kohn

Hamiltonian Monte Carlo with Energy Conserving Subsampling
by Dang, KhueDung & Quiroz, Matias & Kohn, Robert & Tran, MinhNgoc & Villani, Mattias

A long shortterm memory stochastic volatility model
by Nghia Nguyen & MinhNgoc Tran & David Gunawan & R. Kohn

Additive nonparametric regression with autocorrelated errors
by Michael Smith & Chi‐Ming Wong & Robert Kohn

Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression
by Robert Kohn & Thomas S. Shively & Craig F. Ansley

A copula based Bayesian approach for paid–incurred claims models for nonlife insurance reserving
by Peters, Gareth W. & Dong, Alice X. D. & Kohn, Robert

BlockWise PseudoMarginal MetropolisHastings
by Kohn, R. & Quiroz, M. & Tran, M.N. & Villani, M.

Bayesian inference for nonlinear structural time series models
by Hall, Jamie & Pitt, Michael K. & Kohn, Robert

A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS
by Craig F. Ansley & Robert Kohn

Diagnostics for Time Series Analysis
by Richard Gerlach & Chris Carter & Robert Kohn

Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
by A. Doucet & M. K. Pitt & G. Deligiannidis & R. Kohn

Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage
by Paolo Giordani & Xiuyan Mun & Robert Kohn

Fast Inference for Intractable Likelihood Problems using Variational B ayes
by Gunawan, David & Kohn, Robert & Tran, MinhNgoc

Exact ABC using Importance Sampling
by Kohn, Robert & Tran, MinhNgoc