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Stochastic billiards for sampling from the boundary of a convex set

Dieker, A. B.; Vempala, Santosh S. - In: Mathematics of operations research 40 (2015) 4, pp. 888-901

Persistent link: https://www.econbiz.de/10011408940

Sequential stratified sampling

Green, Edward J.; Zhou, Ruilin - 1994

Persistent link: https://www.econbiz.de/10000883192

Equilibrium dynamics of ice streams : a Bayesian statistical analysis

Berliner, L. M.; Cressie, Noel A. C.; Jezek, K.; Kim, Y.; … - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 2, pp. 145-165

Persistent link: https://www.econbiz.de/10003715408

Long memory modelling of inflation with stochastic variance and structural breaks

Bos, Charles S.; Koopman, Siem Jan; Ooms, Marius - 2007

Persistent link: https://www.econbiz.de/10003645182

The role of sample size in testing a hypothesis in complex cross-sectional studies : a Monte Carlo simulation study

Serumaga-Zake, P. A. E.; Arnab, R. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 32 (2008) 2, pp. 63-68

Persistent link: https://www.econbiz.de/10003773219

Testing restrictions in hierarchical normal data models using Gibs sampling

Ciccarelli, Matteo - In: Research in economics : an international review of economics 58 (2004) 2, pp. 135-157

Persistent link: https://www.econbiz.de/10002118420

Improving MCMC using efficient importance sampling

Liesenfeld, Roman (contributor); … - 2006

This paper develops a systematic Markov Chain Monte Carlo (MCMC) framework based upon Efficient Importance Sampling … solution. EIS is a simple, generic and yet accurate Monte-Carlo integration procedure based on sampling densities which are … MCMC components such as auxiliary sampling densities, normalizing constants and starting values. The potential of this …

Persistent link: https://www.econbiz.de/10003327173

Improved errors-in-variables estimators for grouped data

Devereux, Paul J. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003281375

Small sample bias of alternative estimation methods for moment condition models : Monte Carlo evidence for covariance structures

Ramalho, Joaquim J. S. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10003283136

On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank : an application of flexible sampling methods using neural networ...

Hoogerheide, Lennart F. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003287623

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