Posterior moments computed by mixed integration

DOI10.1016/0304-4076(85)90030-2zbMath0585.62195OpenAlexW2037453887MaRDI QIDQ1070739

C. Guus E. Boender, Teun Kloek, Hermann K. Van Dijk

Publication date: 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://ageconsearch.umn.edu/record/272277

zbMATH Keywords

computation of momentsmixed integrationdifferent tail properties in different directionsmultivariate posterior density

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Numerical integration (65D30) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Adaptive importance sampling in monte carlo integration ⋮ Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods ⋮ Monte-Carlo evaluation of multivariate normal probabilities ⋮ SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration ⋮ Some remarks on the simulation revolution in bayesian econometric inference

Cites Work

• Further experience in Bayesian analysis using Monte Carlo integration
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
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