Bauwens, L.; Bos, C.S.; Dijk, H.K. van; Oest, R.D. van - Erasmus University Rotterdam, Econometric Institute - 2002
, multimodal posterior distributions. A location-scale transformation and a transformation to polar coordinates are used. After the … transformation to polar coordinates, a Metropolis-Hastings method or, alternatively, an importance sampling method is applied to …