Pages that link to "Item:Q485905"
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The following pages link to Markov chain Monte Carlo estimation of quantiles (Q485905):
Displaying 9 items.
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models (Q142140) (← links)
- Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models (Q495387) (← links)
- Sampling errors in nested sampling parameter estimation (Q1631585) (← links)
- Multivariate initial sequence estimators in Markov chain Monte Carlo (Q2011526) (← links)
- Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions (Q2044318) (← links)
- Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion) (Q2111117) (← links)
- Convergence rates of two-component MCMC samplers (Q2136999) (← links)
- Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy (Q6185714) (← links)
