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~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
~subject:"ill-behaved posterior"
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ill-behaved posterior
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
Bauwens, Luc
;
Bos, Charles
;
van Dijk, Herman K.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1999
Adaptive Polar Sampling (APS) is proposed as a Markov chain
Monte
Carlo method for Bayesian analysis of models with ill …
Persistent link: https://www.econbiz.de/10010731811
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