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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

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

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

Simulation sample sizes for Monte Carlo partial EVPI calculations

Oakley, Jeremy E.; Brennan, Alan; Tappenden, Paul; … - In: Journal of health economics 29 (2010) 3, pp. 468-477

Persistent link: https://www.econbiz.de/10008662588

Stochastic comparisons of stratifed sampling techniques for some Monte Carlo estimators

Goldstein, Larry; Rinott, Yosef; Scarsini, Marco - 2010

Persistent link: https://www.econbiz.de/10008746224

Experiments with some alternatives for simple implrtance sampling in Monte Carlo integration

Dijk, H. K. van; Kloek, T. - 1983

Persistent link: https://www.econbiz.de/10003552742

Efficient importance sampling in applied econometrics

Moura, Guilherme Valle - 2009

Persistent link: https://www.econbiz.de/10003963709

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

Persistent link: https://www.econbiz.de/10003813789

Adaptive importance sampling for simulating copula-based distributions

Bee, Marco - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 237-245

Persistent link: https://www.econbiz.de/10008989334

Small sample properties of copula-GARCH modelling : a Monte Carlo study

Bianchi, Carluccio; De Giuli, Maria Elena; Fantazzini, Dean - In: Applied financial economics 21 (2011) 19/21, pp. 1587-1597

Persistent link: https://www.econbiz.de/10009356690

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