Data augmentation and MCMC for binary and multinomial logit models

Sylvia Frühwirth-Schnatter; Rudolf Frühwirth

Data augmentation and MCMC for binary and multinomial logit models

Sylvia Frühwirth-Schnatter, Rudolf Frühwirth

Institute for Statistics and Mathematics

Publication: Chapter in book/Conference proceeding › Chapter in edited volume

Abstract

The contributions collected in this book have been written by well-known statisticians to acknowledge Ludwig Fahrmeir's far-reaching impact on Statistics as a science, while celebrating his 65th birthday. The contributions cover broad areas of contemporary statistical model building, including semiparametric and geoadditive regression, Bayesian inference in complex regression models, time series modelling, statistical regularization, graphical models and stochastic volatility models.

Original language	English
Title of host publication	Statistical Modelling and Regression Structures - Festschrift in Honour of Ludwig Fahrmeir
Editors	T. Kneib, G. Tutz
Place of Publication	Heidelberg
Publisher	Physica-Verlag
Pages	111 - 132
ISBN (Print)	ISBN-10: 97837908
Publication status	Published - 1 Oct 2010

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