Frühwirth-Schnatter, Sylvia; Wagner, Helga - In: Computational Statistics & Data Analysis 52 (2008) 10, pp. 4608-4624
Several new estimators of the marginal likelihood for complex non-Gaussian models are developed. These estimators make use of the output of auxiliary mixture sampling for count data and for binary and multinomial data. One of these estimators is based on combining Chib's estimator with data...