Bayesian analysis of the stochastic switching regression model using Markov chain Monte Carlo methods (Q5953184)
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scientific article; zbMATH DE number 1691173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of the stochastic switching regression model using Markov chain Monte Carlo methods |
scientific article; zbMATH DE number 1691173 |
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Bayesian analysis of the stochastic switching regression model using Markov chain Monte Carlo methods (English)
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27 November 2002
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stochastic switching regression model
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conjugate priors
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posterior mean
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Markov chain Monte Carlo
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data augmentation
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Gibbs sampling
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EM algorithm
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simulations
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