A class of adaptive EM-based importance sampling algorithms for efficient and robust posterior and predictive simulation
Year of publication: |
2011
|
---|---|
Authors: | Hoogerheide, Lennart ; Opschoor, Anne ; Dijk, Herman K. van |
Publisher: |
Amsterdam [u.a.] |
Subject: | Statistische Verteilung | Statistical distribution | Stichprobenerhebung | Sampling | Risikomaß | Risk measure | Algorithmus | Algorithm | ARCH-Modell | ARCH model | Theorie | Theory |
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