Diagnostics of convergence of an estimate of the marginal density via calibrated divergence measures

DOI10.1080/03610919908813584zbMath0968.62501OpenAlexW2053476858MaRDI QIDQ4488751

Josemar Rodrigues

Publication date: 9 July 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919908813584

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Sampling-Based Approaches to Calculating Marginal Densities
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Bayesian analysis of outlier problems using divergence measures
• Gibbs Sampler Convergence Criteria

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