Case-deletion importance sampling estimators: central limit theorems and related results
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Publication:1951773
DOI10.1214/08-EJS259zbMath1320.62046arXiv0807.0725MaRDI QIDQ1951773
Mario Peruggia, Steven N. MacEachern, Ilenia Epifani
Publication date: 24 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0807.0725
tail behavior; Markov chain Monte Carlo; influence; infinite variance; moment index; leverage; model averaging; marginal residual sum of squares
60F05: Central limit and other weak theorems
62F15: Bayesian inference
62J20: Diagnostics, and linear inference and regression
Uses Software