Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods

Computational Statistics

Volumn 20, Issue 4, 2006, Pages 575-593

  Kozumi, Hideo ^a   Zhang, Xingyuan ^b  

^a KOBE UNIVERSITY   (Japan)

^b OKAYAMA UNIVERSITY   (Japan)

Author keywords

Acceptance rejection Metropolis Hastings algorithm; Auxiliary variable method; Marginal likelihood; Markov chain Monte Carlo; Stochastic approximation; Stochastic frontier model

Indexed keywords

EID: 37449025952     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/BF02741316     Document Type: Article

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