Bayesian hypothesis testing in latent variable models
Year of publication: |
2012
|
---|---|
Authors: | Li, Yong ; Yu, Jun |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 166.2012, 2, p. 237-246
|
Publisher: |
Elsevier |
Subject: | Bayes factors | Kullback–Leibler divergence | Decision theory | EM algorithm | Markov chain Monte Carlo |
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