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Bayesian and likelihood inference from equally weighted mixtures

Author

Listed:
  • Tom Leonard
  • John Hsu
  • Kam-Wah Tsui
  • James Murray

Abstract

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Suggested Citation

  • Tom Leonard & John Hsu & Kam-Wah Tsui & James Murray, 1994. "Bayesian and likelihood inference from equally weighted mixtures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(2), pages 203-220, June.
    • Handle: RePEc:spr:aistmt:v:46:y:1994:i:2:p:203-220
    DOI: 10.1007/BF01720581
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    References listed on IDEAS

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    1. Geweke, John, 1989. "Exact predictive densities for linear models with arch disturbances," Journal of Econometrics, Elsevier, vol. 40(1), pages 63-86, January.
    2. R. DerSimonian, 1986. "Maximum Likelihood Estimation of a Mixing Distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 35(3), pages 302-309, November.
    3. John Hsu & Tom Leonard & Kam-Wah Tsui, 1991. "Statistical inference for multiple choice tests," Psychometrika, Springer;The Psychometric Society, vol. 56(2), pages 327-348, June.
    4. Yosihiko Ogata, 1990. "A Monte Carlo method for an objective Bayesian procedure," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(3), pages 403-433, September.
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    Cited by:

    1. Chih-Wen Hsu & Marick Sinay & John Hsu, 2012. "Bayesian estimation of a covariance matrix with flexible prior specification," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 319-342, April.

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