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zbMath1053.62037MaRDI QIDQ3154983

Paolo Tenconi, Antonietta Mira

Publication date: 14 January 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Metropolis-Hastings algorithm default risk default probability asymptotic efficiency of MCMC estimates delaying rejection hierarchical logistic regression

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Numerical analysis or methods applied to Markov chains (65C40)

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