Bayesian Inference Using Artificial Augmenting Regressions

DOI10.1080/03610920802431044zbMath1165.62311OpenAlexW2116032919MaRDI 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 valuesMarkov chain Monte Carlostable distributionsregressionBayesian inferenceGibbs samplingPareto distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

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• Sampling-Based Approaches to Calculating Marginal Densities
• The Calculation of Posterior Distributions by Data Augmentation
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Using simulation methods for bayesian econometric models: inference, development,and communication
• Bayesian Inference for Stable Distributions

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