Improved Auxiliary Mixture Sampling for Hierarchical Models of Non-Gaussian Data

Sylvia Frühwirth-Schnatter, Rudolf Frühwirth, Leo Held, Havard Rue

Research output: Contribution to journal › Article › peer-review

Fields of science

@article{42c331d7107b4284a0ecb51df09c7dc5,

title = "Improved Auxiliary Mixture Sampling for Hierarchical Models of Non-Gaussian Data",

author = "Sylvia Fr{\"u}hwirth-Schnatter and Rudolf Fr{\"u}hwirth and Leo Held and Havard Rue",

year = "2009",

doi = "10.1007/s11222-008-9109-4",

language = "English",

volume = "19",

pages = "479--492",

journal = "Statistics and Computing",

issn = "1573-1375",

}

TY - JOUR

T1 - Improved Auxiliary Mixture Sampling for Hierarchical Models of Non-Gaussian Data

AU - Frühwirth-Schnatter, Sylvia

AU - Frühwirth, Rudolf

AU - Held, Leo

AU - Rue, Havard

PY - 2009

Y1 - 2009

UR - http://www.ifas.jku.at

U2 - 10.1007/s11222-008-9109-4

DO - 10.1007/s11222-008-9109-4

M3 - Article

SN - 1573-1375

VL - 19

SP - 479

EP - 492

JO - Statistics and Computing

JF - Statistics and Computing

ER -