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Partially Collapsed Gibbs Samplers: Theory and Methods


  • van Dyk, David A.
  • Park, Taeyoung


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  • van Dyk, David A. & Park, Taeyoung, 2008. "Partially Collapsed Gibbs Samplers: Theory and Methods," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 790-796, June.
  • Handle: RePEc:bes:jnlasa:v:103:y:2008:m:june:p:790-796

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    References listed on IDEAS

    1. Delaigle, Aurore & Meister, Alexander, 2007. "Nonparametric Regression Estimation in the Heteroscedastic Errors-in-Variables Problem," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1416-1426, December.
    2. Jullion, Astrid & Lambert, Philippe, 2007. "Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2542-2558, February.
    3. Schennach, Susanne M., 2004. "Nonparametric Regression In The Presence Of Measurement Error," Econometric Theory, Cambridge University Press, vol. 20(06), pages 1046-1093, December.
    4. Aurore Delaigle & Peter Hall & Peihua Qiu, 2006. "Nonparametric methods for solving the Berkson errors-in-variables problem," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(2), pages 201-220.
    5. A. Delaigle & I. Gijbels, 2002. "Estimation of integrated squared density derivatives from a contaminated sample," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 869-886.
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    Cited by:

    1. Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2016. "Large Bayesian VARMAs," Journal of Econometrics, Elsevier, vol. 192(2), pages 374-390.
    2. Lian, Heng, 2010. "Sparse Bayesian hierarchical modeling of high-dimensional clustering problems," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1728-1737, August.
    3. Man Chung Fung & Gareth W. Peters & Pavel V. Shevchenko, 2017. "Cohort effects in mortality modelling: a Bayesian state-space approach," Papers 1703.08282,
    4. Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi, 2014. "Bayesian exploratory factor analysis," Journal of Econometrics, Elsevier, vol. 183(1), pages 31-57.
    5. Kim, Jaeho, 2015. "Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market," MPRA Paper 67153, University Library of Munich, Germany.
    6. Baragatti, M. & Pommeret, D., 2012. "A study of variable selection using g-prior distribution with ridge parameter," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1920-1934.
    7. Genya Kobayashi, 2016. "Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles," Computational Statistics, Springer, vol. 31(1), pages 49-88, March.
    8. repec:eee:csdana:v:112:y:2017:i:c:p:145-153 is not listed on IDEAS
    9. Mauro Bernardi & Ghislaine Gayraud & Lea Petrella, 2013. "Bayesian inference for CoVaR," Papers 1306.2834,, revised Nov 2013.
    10. Axel Finke & Adam Johansen & Dario Spanò, 2014. "Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(3), pages 577-609, June.
    11. Berrett, Candace & Calder, Catherine A., 2012. "Data augmentation strategies for the Bayesian spatial probit regression model," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 478-490.

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