Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
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Volume (Year): 98 (2003)
Issue (Month): (January)
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- Mark J. Jensen & John M. Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Paper Series 45_12, The Rimini Centre for Economic Analysis.
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- Chib, Siddhartha & Greenberg, Edward, 2010. "Additive cubic spline regression with Dirichlet process mixture errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 322-336, June.
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- Tchumtchoua, Sylvie & Dey, Dipak, 2007. "Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models," Research Reports 149208, University of Connecticut, Food Marketing Policy Center.
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