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Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo

Bauwens, Luc - 1984

Persistent link: https://www.econbiz.de/10013277978

Indirect estimation of elliptical stable distributions

Lombardi, Marco (contributor); Veredas, David (contributor) - 2007

Persistent link: https://www.econbiz.de/10003432053

Indirect estimation of elliptical stable distributions

Lombardi, Marco; Veredas, David - 2008

Persistent link: https://www.econbiz.de/10003963308

Estimation of stable distributions by indirect inference

Garcia, René (contributor); Renault, Eric (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003402433

Adaptive polar sampling : a new MC technique for the analysis of ill-behaved surfaces

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1998 - August 25, 1998, rev. B

Adaptive Polar Sampling is proposed as an algorithm where random drawings aredirectly generated from the target function (posterior) in all-but-onedirections of the parameter space. The method is based on the mixed integrationtechnique of Van Dijk, Kloek & Boender (1985) but extends this one by...

Persistent link: https://www.econbiz.de/10011299991

Adaptive polar sampling with an application to a Bayes measure of value-at-risk

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999

Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlomethod for Bayesian analysis of models with ill-behaved posteriordistributions. In order to sample efficiently from such a distribution,a location-scale transformation and a transformation to polarcoordinates are used. After...

Persistent link: https://www.econbiz.de/10011302625