MCMC Control Spreadsheets for Exponentiel Mixture Estimation

Bayesian inference for exponential mixtures is presented in the paper, including the choice of a non-informative prior based on a location-scale reparametrization of the mixture. Adapted control sheets are proposed for studying the convergence of the associated Gibbs sampler. They exhibit a strong lack of stability in the allocations of the observations to the different components of the mixture.

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Year of publication:	1998
Authors:	Gruet, M.-A. ; Philippe, A. ; Robert, C.P.
Subject:	TESTS \| STATISTICS

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Type of publication:	Book / Working Paper
Notes:	17 pages
Classification:	C11 - Bayesian Analysis ; C12 - Hypothesis Testing
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005486808