Bayesian Inference Using Artificial Augmenting Regressions

DOI10.1080/03610920802431044zbMath1165.62311MaRDI QIDQ5321937

Efthymios G. Tsionas

Publication date: 16 July 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802431044

zbMATH Keywords

extreme values; Markov chain Monte Carlo; stable distributions; regression; Bayesian inference; Gibbs sampling; Pareto distributions

Mathematics Subject Classification ID

62F15: Bayesian inference

62G32: Statistics of extreme values; tail inference

65C40: Numerical analysis or methods applied to Markov chains

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