Use of exponential power distributions for mixture models in the presence of covariates

In this paper, we present a Bayesian analysis of exponential power mixture models in the presence of a covariate. Considering Gibbs sampling with MetropolisHastings algorithms, we obtain Monte Carlo estimates for the posterior quantities of interest.

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Year of publication:	1999
Authors:	Achcar, Jorge Alberto ; Pereira, Gilberto De AraUJo
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 26.1999, 6, p. 669-679
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005639697