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Estimation of posterior density functions from a posterior sample

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  • Oh, Man-Suk
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    File URL: http://www.sciencedirect.com/science/article/B6V8V-3VY0807-2/2/18d572891f36564e769b8def2c6399d1
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    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 29 (1999)
    Issue (Month): 4 (February)
    Pages: 411-427

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    Handle: RePEc:eee:csdana:v:29:y:1999:i:4:p:411-427

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    Web page: http://www.elsevier.com/locate/csda

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    1. Geweke, John, 1986. "Exact Inference in the Inequality Constrained Normal Linear Regression Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 127-41, April.
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    Cited by:
    1. Park, Soo Jung & Wan Shin, Dong & Uk Park, Byeong & Chul Kim, Woo & Oh, Man-Suk, 2005. "Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1192-1204, June.
    2. Man-Suk Oh & Dong Wan Shin, 2002. "Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(5), pages 771-789.
    3. Oh, Man-Suk & Shin, Dong Wan, 2011. "A unified Bayesian inference on treatment means with order constraints," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 924-934, January.
    4. Oh, Man-Suk, 2014. "Bayesian test on equality of score parameters in the order restricted RC association model," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 147-157.
    5. Man-Suk Oh & Yong Bin Lim, 2001. "Bayesian analysis of time series Poisson data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(2), pages 259-271.
    6. Oh, Man-Suk, 2014. "Bayesian comparison of models with inequality and equality constraints," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 176-182.

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