Marginal Posterior Simulation via Higher-order Tail Area Approximations
نویسندگان
چکیده
منابع مشابه
General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
Saddlepoint approximations of marginal densities and tail probabilities of general nonlinear statistics are derived. They are based on the expansion of the statistic up to the second order. Their accuracy is shown in a variety of examples, including logit and probit models and rank estimators for regression.
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2014
ISSN: 1936-0975
DOI: 10.1214/13-ba851