Bayesian Hypothesis Testing in Latent Variable Models
Year of publication: |
2011-08
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Authors: | Li, Yong ; Yu, Jun |
Institutions: | School of Economics, Singapore Management University |
Subject: | Bayes factors | Kullback-Leibler divergence | Decision theory | EM Algorithm | Markov Chain Monte Carlo |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in SMU Economics and Statistics Working Paper Series Number 11-2011 24 pages |
Classification: | C11 - Bayesian Analysis ; C12 - Hypothesis Testing ; G12 - Asset Pricing |
Source: |
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