Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling

Computational Statistics and Data Analysis

Volumn 52, Issue 10, 2008, Pages 4608-4624

  Frühwirth Schnatter, Sylvia ^a   Wagner, Helga ^a  

^a JOHANNES KEPLER UNIVERSITY LINZ   (Austria)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; PARAMETER ESTIMATION; POISSON DISTRIBUTION; REGRESSION ANALYSIS; STATE SPACE METHODS;

AUXILIARY MIXTURE SAMPLING; MARGINAL LIKELIHOODS; NON-GAUSSIAN MODELS;

LARGE SCALE SYSTEMS;

EID: 44349110659     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.03.028     Document Type: Article

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