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Interpretation and inference in mixture models : Simple MCMC works : Computational techniques for applied economic analisis of macroeconomic and financial processes

Author
GEWEKE, John1
[1] Department of Economics and Statistics, University of Iowa, Iowa City, IA 52242-1994, United States
Source

Computational statistics & data analysis. 2007, Vol 51, Num 7, pp 3529-3550, 22 p ; ref : 1 p

ISSN
0167-9473
Scientific domain
Mathematics
Publisher
Elsevier Science, Amsterdam
Publication country
Netherlands
Document type
Article
Language
English
Author keyword
Bayesian Classification Labeling
Keyword (fr)
Algorithme Analyse donnée Calcul statistique Chaîne Markov Classification Contrainte inégalité Estimation statistique Fonction répartition Fonction vraisemblance Grand échantillon Invariant Loi a posteriori Mélange loi probabilité Méthode Monte Carlo Permutation Prédiction 60E05 60G25 60J10 62E17 62H30 62M20 65C05 65C40
Keyword (en)
Algorithm Data analysis Statistical computation Markov chain Classification Inequality constraint Statistical estimation Distribution function Likelihood function Large sample Invariant Posterior distribution Mixed distribution Monte Carlo method Permutation Prediction
Keyword (es)
Algoritmo Análisis datos Cálculo estadístico Cadena Markov Clasificación Constreñimiento desigualdad Estimación estadística Función distribución Función verosimilitud Invariante Ley a posteriori Mezcla ley probabilidad Método Monte Carlo Permutación Predicción
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01Q Numerical methods in probability and statistics

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
18610862

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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