A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean
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References listed on IDEAS
- H. Xie & T. J. Chaussalet & P. H. Millard, 2005. "A continuous time Markov model for the length of stay of elderly people in institutional long-term care," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(1), pages 51-61.
- Ajay Jasra & David A. Stephens & Christopher C. Holmes, 2007. "Population-Based Reversible Jump Markov Chain Monte Carlo," Biometrika, Biometrika Trust, vol. 94(4), pages 787-807.
- C. P. Robert & T. Rydén & D. M. Titterington, 2000. "Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 57-75.
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