Bayesian Inference Using Artificial Augmenting Regressions
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Publication:5321937
DOI10.1080/03610920802431044zbMath1165.62311MaRDI QIDQ5321937
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
extreme values; Markov chain Monte Carlo; stable distributions; regression; Bayesian inference; Gibbs sampling; Pareto distributions
62F15: Bayesian inference
62G32: Statistics of extreme values; tail inference
65C40: Numerical analysis or methods applied to Markov chains
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