Improving ABC for quantile distributions
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Publication:693358
DOI10.1007/S11222-010-9209-9zbMATH Open1252.62023OpenAlexW2043664536MaRDI QIDQ693358FDOQ693358
Authors: Ross S. McVinish
Publication date: 7 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-010-9209-9
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Markov chain Monte Carloquantile regressionapproximate Bayesian computationlikelihood-free inferencequantile distributions
Cites Work
- Numerical maximum log likelihood estimation for generalized lambda distributions
- Slice sampling. (With discussions and rejoinder)
- Finite mixture and Markov switching models.
- a study of the generalized tukey lambda family
- Inference for Stereological Extremes
- Sequential Monte Carlo without likelihoods
- Finite mixture modelling using the skew normal distribution
- Adaptive approximate Bayesian computation
- Estimation of parameters for macroparasite population evolution using approximate Bayesian computation
- Title not available (Why is that?)
- Bayesian estimation of \(g\)-and-\(k\) distributions using MCMC
Cited In (5)
- Approximate Bayesian computation for Lorenz curves from grouped data
- An ABC approach for CAViaR models with asymmetric kernels
- Insufficient Gibbs sampling
- Likelihood-free Bayesian estimation of multivariate quantile distributions
- Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework
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