OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS

DOI10.1017/S0266466620000018zbMath1462.62395OpenAlexW3020314252MaRDI QIDQ5859568

Andriy Norets

Publication date: 16 April 2021

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466620000018

zbMATH Keywords

countable mixtures of densitiesEngel curve estimation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Monte Carlo methods (65C05)

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Uses Software

• np

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