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~subject:"Markov chain Monte Carlo"
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Search: subject:"mixture of Student-t distributions"
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Markov chain Monte Carlo
importance sampling
26
Statistische Verteilung
13
Theorie
13
adaptive mixture of Student-t distributions
13
marginal likelihood
13
Bayes-Statistik
12
Bayesian inference
12
Metropolis-Hastings algorithm
12
mixture of Student-t distributions
11
Bayes factor
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Kullback-Leibler divergence
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Theory
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bridge sampling
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ARCH-Modell
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Algorithmus
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Expectation Maximization
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Statistical distribution
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Value at Risk
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Bayesian model averaging
5
GARCH
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Monte Carlo estimation
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Prognoseverfahren
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Sampling
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Stichprobenerhebung
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mixture of Student's t-distributions
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ARCH model
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Algorithm
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DCC GARCH
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Risikomaß
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mixture GARCH models
4
predictive likelihoods
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Expected Shortfall
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Forecasting model
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Importance sampling
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Instrumental variables
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numerical accuracy
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numerical standard error
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English
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Ardia, David
4
Hoogerheide, Lennart
4
Dijk, Herman K. van
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van Dijk, Herman K.
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Tinbergen Institute
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Tinbergen Instituut
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To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
Ardia, David
;
Hoogerheide, Lennart
;
van Dijk, Herman K.
-
2009
respect, the adaptive
mixture
of
Student-t
distributions
of Hoogerheide et al.(2007) works particularly well. Given an …
Persistent link: https://www.econbiz.de/10010325939
Saved in:
2
To bridge, to warp or to wrap? : a comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods
Ardia, David
;
Hoogerheide, Lennart
;
Dijk, Herman K. van
-
2009
respect, the adaptive
mixture
of
Student-t
distributions
of Hoogerheide et al.(2007) works particularly well. Given an …
Persistent link: https://www.econbiz.de/10011377602
Saved in:
3
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
Ardia, David
;
Hoogerheide, Lennart
;
Dijk, Herman K. van
-
Tinbergen Institute
-
2009
this respect, the adaptive
mixture
of
Student-t
distributions
of Hoogerheide et al.(2007) works particularly well. Given an …
Persistent link: https://www.econbiz.de/10005016276
Saved in:
4
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
Ardia, David
;
Hoogerheide, Lennart
;
Dijk, Herman K. van
-
Tinbergen Instituut
-
2009
respect, the adaptive
mixture
of
Student-t
distributions
of Hoogerheide et al.(2007) works particularly well. Given an …
Persistent link: https://www.econbiz.de/10011256285
Saved in:
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