A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Lennart Hoogerheide; Anne Opschoor; Herman K. van Dijk
| Year of publication: |
2012
|
|---|---|
| Authors: | Hoogerheide, Lennart ; Opschoor, Anne ; Dijk, Herman K. van |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 171.2012, 2, p. 101-120
|
| Subject: | mixture of Student-t distributions | Kullback-Leibler divergence | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Algorithmus | Algorithm | IV-Schätzung | Instrumental variables | ARCH-Modell | ARCH model | Theorie | Theory | Bayes-Statistik | Bayesian inference |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009691174