國家衛生研究院 NHRI:Item 3990099045/1864
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    題名: Optimal volume-corrected Laplace-Metropolis method
    作者: Huang, SY;Hsiao, CK;Chang, CW
    貢獻者: Division of Biostatistics and Bioinformatics
    摘要: The article provides a refinement for the volume-corrected Laplace-Metropolis estimator of the marginal likelihood of DiCiccio et al. The correction volume of probability a in DiCiccio et al. is fixed and suggested to take the value alpha = 0.05. In this article a is selected based on an asymptotic analysis to minimize the mean square relative error (MSRE). This optimal choice of a is shown to be invariant under linear transformations. The invariance property leads to easy implementation for multivariate problems. An implementation procedure is provided for practical use. A simulation study and a real data example are presented.
    關鍵詞: Statistics & Probability
    日期: 2003-09
    關聯: Annals of the Institute of Statistical Mathematics. 2003 Sep;55(3):655-670.
    Link to: http://dx.doi.org/10.1007/BF02517813
    JIF/Ranking 2023: http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=NHRI&SrcApp=NHRI_IR&KeyISSN=0020-3157&DestApp=IC2JCR
    Cited Times(WOS): https://www.webofscience.com/wos/woscc/full-record/WOS:000185963900014
    Cited Times(Scopus): http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=10744232658
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