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~person:"Hao, Jin-Kao"
~person:"Hoogerheide, Lennart"
~person:"Lü, Zhipeng"
~subject:"Prognoseverfahren"
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Hao, Jin-Kao
Hoogerheide, Lennart
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Censored posterior and predictive likelihood in Bayesian left-tail prediction for accurate value at risk estimation
Gatarek, Lukasz
;
Hoogerheide, Lennart
;
Hooning, Koen
; …
-
2013
Persistent link: https://www.econbiz.de/10009756308
Saved in:
2
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
-
2012
Persistent link: https://www.econbiz.de/10009722688
Saved in:
3
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
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