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Particle efficient importance sampling

Scharth, Marcel; Kohn, Robert - In: Journal of econometrics 190 (2016) 1, pp. 133-147

Persistent link: https://www.econbiz.de/10011591626

Computing bayes : from then 'til now

Martin, Gael M.; Frazier, David T.; Robert, Christian P. - 2022

Persistent link: https://www.econbiz.de/10013494406

Improved marginal likelihood estimation via power posteriors and importance sampling

Li, Yong; Wang, Nianling; Yu, Jun - In: Journal of econometrics 234 (2023) 1, pp. 28-52

Persistent link: https://www.econbiz.de/10014364649

Nexus between tourism and ecological footprint in RCEP : fresh evidence from Bayesian MCMC random-effects sampling

Nguyen Ngoc Thach; Bui Hoang Ngoc - In: Cogent business & management 10 (2023) 1, pp. 1-17

In recent years, environmental protection has been a priority goal in tourism policies worldwide, including the regional comprehensive economic partnership (RCEP). This study is conducted to explore the impact of tourism, economic growth, globalization, and human capital on environmental...

Persistent link: https://www.econbiz.de/10014481216

Operational risk modelling in insurance and banking

Vukovic, Ognjen - In: Inventi impact: microfinance & banking (2016) 3, pp. 172-184

Persistent link: https://www.econbiz.de/10011567927

A structural model for estimating losses associated with the mis-selling of retail banking products

Yan, Huan; Wood, Richard M. - In: The journal of operational risk 12 (2017) 2, pp. 69-87

Persistent link: https://www.econbiz.de/10011775519

Estimating the lognormal-gamma model of operational risk using the Markov chain Monte Carlo method

Ergashev, Bakhodir - In: The journal of operational risk 4 (2009/10) 1, pp. 35-57

Persistent link: https://www.econbiz.de/10003848811

A theoretical framework for incorporating scenarios into operational risk modeling

Ergashev, Bakhodir A. - In: Journal of financial services research : JFSR 41 (2012) 3, pp. 145-151

Persistent link: https://www.econbiz.de/10009631317

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

The capability index when some assumptions are not satisfied : analysis and empirical comparisons

Fernández, Pablo José Moya; Rosas, Juan Francisco Muñoz - In: Estudios de economía aplicada : revista promovida por … 34 (2016) 3, pp. 649-674

Persistent link: https://www.econbiz.de/10011580398