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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER Working Paper"
~isPartOf:"Working paper / Norges Bank"
~person:"Hoogerheide, Lennart"
~subject:"Bayes-Statistik"
~subject:"Forecasting model"
~subject:"Risk measure"
~subject:"Sampling"
~subject:"Selbstständige"
~type_genre:"Aufsatz in Zeitschrift"
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A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
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