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Communications in Statistics - Simulation and Computation Volume 37, 2008 - Issue 2
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Simulational Methods

Kolmogorov–Smirnov, Fluctuation, and Zg Tests for Convergence of Markov Chain Monte Carlo Draws

Elena Goldman Department of Finance and Economics, Lubin School of Business, Pace University, New York, New York, USACorrespondence[email protected]
,
Elmira Valiyeva Department of Economics, Rutgers University, New Brunswick, New Jersey, USA
&
Hiroki Tsurumi Department of Economics, Rutgers University, New Brunswick, New Jersey, USA
Pages 368-379 | Received 11 Mar 2005, Accepted 27 Jun 2007, Published online: 05 Feb 2008

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Cheng Gao & Hiroki Tsurumi. (2015) Bayesian Analysis of the Censored Regression Model with an AEPD Error Term. Communications in Statistics - Theory and Methods 44:5, pages 953-971.
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Articles from other publishers (4)

Nuttanan Wichitaksorn & Hiroki Tsurumi. (2013) Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: The case of asymmetric Laplace distribution. Computational Statistics & Data Analysis 67, pages 226-235.
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Liuling Li & Bruce Mizrach. (2010) Tail return analysis of Bear Stearns' credit default swaps. Economic Modelling 27:6, pages 1529-1536.
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Xianghua Liu, Liuling Li & Hiroki Tsurumi. 2010. Handbook of Quantitative Finance and Risk Management. Handbook of Quantitative Finance and Risk Management 1371 1380 .
Liuling Li & Bruce Mizrach. (2010) Tail Return Analysis of Bear Stearns Credit Default Swaps. SSRN Electronic Journal.
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