Pages that link to "Item:Q2634524"
From MaRDI portal
The following pages link to On some difficulties with a posterior probability approximation technique (Q2634524):
Displaying 10 items.
- Importance sampling schemes for evidence approximation in mixture models (Q516488) (← links)
- Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
- Threshold variable selection of asymmetric stochastic volatility models (Q2259328) (← links)
- Multi-regime nonlinear capital asset pricing models (Q2866374) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- Bayesian inference under progressive type-I interval censoring (Q3168313) (← links)
- Bayes Factors for Comparison of Restricted Simple Linear Regression Coefficients (Q5266579) (← links)
- Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models (Q5391291) (← links)
- Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach (Q5877126) (← links)
- Rao–Blackwellisation in the Markov Chain Monte Carlo Era (Q6088266) (← links)
