Simulation from the bessel distribution with applications

DOI10.1080/0094965031000123124zbMATH Open1040.65005OpenAlexW1983922771MaRDI QIDQ4444970FDOQ4444970

Authors: George Iliopoulos, Dimitris Karlis 

Publication date: 28 January 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965031000123124

Recommendations

• Simulating bessel random variables
• On the Bessel distribution and related problems
• Estimation and Simulation of the Riesz-Bessel Distribution
• Some product Bessel density distribution
• Some families of Bessel distributions and their applications

zbMATH Keywords

MCMCsimulationnumerical examplesMarkov chain Monte Carlo methodrejection methodcomparison of methodsDownton's bivariate exponential distributionBessel distributionnon-central \(\chi^2\)

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Cited In (8)

• Testing for a class of bivariate exponential distributions
• Estimation and Simulation of the Riesz-Bessel Distribution
• Bayesian estimation in Kibble's bivariate gamma distribution
• On the Bessel distribution and related problems
• Simulating bessel random variables
• Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
• Gamma expansion of the Heston stochastic volatility model
• Exact simulation of Bessel diffusions

This page was built for publication: Simulation from the bessel distribution with applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4444970)