A New Multinomial Model and a Zero Variance Estimation
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Publication:3577209
DOI10.1080/03610911003650375zbMATH Open1192.62094OpenAlexW2111462335MaRDI QIDQ3577209FDOQ3577209
Authors: Luciana Dalla Valle, Fabrizio Leisen 
Publication date: 5 August 2010
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610911003650375
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Cites Work
- Logistic-Normal Distributions: Some Properties and Uses
- Bayesian Analysis of Binary and Polychotomous Response Data
- Bayesian computation and stochastic systems. With comments and reply.
- A Bayesian analysis of some nonparametric problems
- Sampling-Based Approaches to Calculating Marginal Densities
- Monte Carlo sampling methods using Markov chains and their applications
- Parameterization and Bayesian Modeling
- Statistical decision theory and Bayesian analysis. 2nd ed
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- Rao-Blackwellisation of sampling schemes
- A finite mixture distribution for modelling multinomial extra variation
- A bivariate beta distribution.
- Gibbs Sampling Methods for Stick-Breaking Priors
- A multinomial Bayesian approach to the estimation of population and vocabulary size
- Optimum Monte-Carlo sampling using Markov chains
- Analysis of contingency tables under cluster sampling
- A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
- Bayesian analysis of case-control studies with categorical covariates
- Equivalence of prospective and retrospective models in the Bayesian analysis of case-control studies
Cited In (7)
- Some models for estimation of total of a study variable having many zero values
- Dealing with overdispersion in multivariate count data
- A new zero-inflated negative binomial methodology for latent category identification
- A new interpretation for null values in the weak instance model
- Zero variance Markov chain Monte Carlo for Bayesian estimators
- Talking across fields: a physicist's presentation of some mathematical aspects of quantum Monte Carlo methods
- Variance reduction for Metropolis-Hastings samplers
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