Estimation of posterior density functions from a posterior sample.
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Publication:1285505
DOI10.1016/S0167-9473(98)00068-1zbMath1042.65507OpenAlexW1985261262MaRDI QIDQ1285505
Publication date: 28 April 1999
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(98)00068-1
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Cites Work
- Marginal Likelihood from the Gibbs Output
- Sampling-Based Approaches to Calculating Marginal Densities
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Importance-Weighted Marginal Bayesian Posterior Density Estimation
- Monte Carlo sampling methods using Markov chains and their applications
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