Bayesian estimation of \(g\)-and-\(k\) distributions using MCMC

DOI10.1007/BF02736120zbMath1091.62011WikidataQ56994640 ScholiaQ56994640MaRDI QIDQ2488375

Michele Hayness, Kerrie L. Mengersen

Publication date: 24 May 2006

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte Carloposterior distributionMetropolis-Hastings samplergeneralized \(g\)-and-\(k\) distributions

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Dynamic quantile function models, A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice, Parameter estimation of Tukey-type distributions: A comparative analysis, Multiple imputation using multivariateghtransformations, Generalized Control Charts for Non-Normal Data Usingg-and-kDistributions, Improving ABC for quantile distributions, Statistical and computational tradeoff in genetic algorithm-based estimation

Uses Software

• CODA
• BUGS

Cites Work

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