Bayesian analysis of the heterogeneity model

In the present paper we consider Bayesian estimation of a finite mixture of models with random effects which is also known as the heterogeneity model. First, we discuss the properties of various MCMC samplers that are obtained from full conditional Gibbs sampling by grouping and collapsing.(...)

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Year of publication:	2002-02-01
Authors:	Frühwirth-Schnatter, Sylvia ; Tüchler, Regina ; Otter, Thomas
Publisher:	Wirtschaftsuniversität <Wien>
Subject:	Markov-Ketten-Monte-Carlo-Verfahren \| Markov-Chain Monte Carlo \| Bayes-Verfahren \| Gibbs-sampling

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Extent:	25 p. application/pdf
Series:	Wirtschaftsuniversität Wien - Working Papers Arbeitspapier ; 72 (2002)
Type of publication:	Book / Working Paper
Language:	English
Classification:	Forecast, decision making ; Statistical Methods ; Decision Theory. Other ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005844781