Chan, Jennifer S.K.; Kuk, Anthony Y.C.; Yam, Carrie H.K. - In: Journal of Multivariate Analysis 94 (2005) 2, pp. 300-312
Geyer (J. Roy. Statist. Soc. 56 (1994) 291) proposed Monte Carlo method to approximate the whole likelihood function. His method is limited to choosing a proper reference point. We attempt to improve the method by assigning some prior information to the parameters and using the Gibbs output to...
