MCMC convergence for global-local shrinkage priors
Kshitij Khare, Malay Ghosh
| Year of publication: |
2022
|
|---|---|
| Authors: | Khare, Kshitij ; Ghosh, Malay |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 20.2022, supplement 1, p. 211-234
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| Subject: | Geometric ergodicity | Gibbs sampling | Global-local shrinkage | Markov chain convergence | Markov-Kette | Markov chain | Wirtschaftliche Konvergenz | Economic convergence | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-022-00311-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441626