- Tytuł:
- A Note on Lenk’s Correction of the Harmonic Mean Estimator
- Autorzy:
-
Pajor, Anna
Osiewalski, Jacek - Powiązania:
- https://bibliotekanauki.pl/articles/483355.pdf
- Data publikacji:
- 2013
- Wydawca:
- Polska Akademia Nauk. Czytelnia Czasopism PAN
- Tematy:
-
Bayesian inference
marginal data density
MCMC methods - Opis:
- The paper refines Lenk’s concept of improving the performance of the computed harmonic mean estimator (HME) in three directions. First, the adjusted HME is derived from an exact analytical identity. Second, Lenk’s assumption concerning the appropriate subset A of the parameter space is significantly weakened. Third, it is shown that, under certain restrictions imposed on A, a fundamental identity underlying the HME also holds for improper prior densities, which substantially extends applicability of the adjusted HME.
- Źródło:
-
Central European Journal of Economic Modelling and Econometrics; 2013, 5, 4; 271-275
2080-0886
2080-119X - Pojawia się w:
- Central European Journal of Economic Modelling and Econometrics
- Dostawca treści:
- Biblioteka Nauki
Artykuł