A Class of Adaptive EM-Based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
Year of publication: |
2011
|
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Authors: | Hoogerheide, Lennart F. |
Other Persons: | Opschoor, Anne (contributor) ; van Dijk, H. K. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Simulation | Stichprobenerhebung | Sampling | Algorithmus | Algorithm | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (53 p) |
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Series: | Tinbergen Institute Discussion Paper ; No. 2011-004/4 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January, 10 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1737784 [DOI] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; c36 |
Source: | ECONIS - Online Catalogue of the ZBW |
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