Narrow search
Showing 51 - 60 of 753,698
Cover Image
Mixture models, latent variables and partitioned importance sampling
Casella, George; Robert, Christian P.; Wells, Martin T. - 2000
Persistent link: https://www.econbiz.de/10001470588
Cover Image
A Monte Carlo study on the finite sample properties of the Gibbs sampling method for a stochastic frontier model
Zhang, Xingyuan - In: Journal of productivity analysis 14 (2000) 1, pp. 71-83
Persistent link: https://www.econbiz.de/10001492415
Cover Image
Bayes inference via Gibbs sampling of dynamic linear models with Markov-switching
Kim, Chang-jin - In: Journal of economic theory and econometrics : journal … 3 (1997) 2, pp. 123-149
Persistent link: https://www.econbiz.de/10001560752
Cover Image
A Bayesian approach to dynamic Tobit models
Wei, Steven X. - In: Econometric reviews 18 (1999) 4, pp. 417-439
Persistent link: https://www.econbiz.de/10001413476
Cover Image
Tobin q: forecast performance for hierachical bayes, shrinkage, heterogeneous and homogeneous panel data estimators
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Empirical economics : a journal of the Institute for … 29 (2004) 1, pp. 107-113
Persistent link: https://www.econbiz.de/10001863314
Cover Image
The R Package Mitlsem : Mixture of Student-T Distributions Using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation
Basturk, Nalan; Hoogerheide, Lennart F.; Opschoor, Anne; … - 2012
approximation can be used as a candidate density in Importance Sampling or Metropolis Hastings methods for Bayesian inference on …
Persistent link: https://www.econbiz.de/10014165417
Cover Image
The R Package MitISEM : Efficient and Robust Simulation Procedures for Bayesian Inference
Basturk, Nalan - 2017
This paper presents the R package MitISEM (mixture of t by importance sampling weighted expectation maximization) which … optimization procedure is weighted using importance sampling. In the second stage this mixture density is a candidate density for … efficient and robust application of importance sampling or the Metropolis-Hastings (MH) method to estimate properties of the …
Persistent link: https://www.econbiz.de/10012971949
Cover Image
GLS Estimation and Empirical Bayes Prediction for Linear Mixed Models with Heteroskedasticity and Sampling Weights : A Background Study for the Povmap Project
Weide, Roy van der - 2017
prediction for linear mixed models with sampling weights. The objective is to incorporate these results into the poverty mapping …
Persistent link: https://www.econbiz.de/10012972758
Cover Image
The R Package Mitisem : Efficient and Robust Simulation Procedures for Bayesian Inference
Basturk, Nalan - 2017
This paper presents the R package MitISEM (mixture of t by importance sampling weighted expectation maximization) which … optimization procedure is weighted using importance sampling. In the second stage this mixture density is a candidate density for … efficient and robust application of importance sampling or the Metropolis-Hastings (MH) method to estimate properties of the …
Persistent link: https://www.econbiz.de/10012951941
Cover Image
Bayesian Inference, Monte Carlo Sampling and Operational Risk
Peters, Gareth - 2017
recently developed stochastic sampling techniques and highlight their application to operational risk through the models …
Persistent link: https://www.econbiz.de/10012954968