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~subject:"Bayesian Robustness"
~subject:"Erwartungswert"
~subject:"Zero-Variance principle"
~type:"book"
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Zero variance in Markov chain Monte Carlo with an application to credit risk estimation
Paolo, Tenconi
-
Facoltà di Economia, Università degli Studi dell'Insubria
-
2008
We propose a general purpose variance reduction technique for Markov Chain Monte Carlo estimators based on the Zero-
Variance
…
principle
introduced in the physics literature by Assaraf and Caarel ( 1999). The potential of the new idea is illustrated with …
Persistent link: https://www.econbiz.de/10005771909
Saved in:
2
BAYESIAN ANALYSIS OF THE COMPOUND COLLECTIVE MODEL; THE VARIANCE PREMIUM PRINCIPLE WITH EXPONENTIAL POISSON AND GAMMA-GAMMA DISTRIBUTIONS
Agustín, Hernández-Bastida
;
Fernández-Sánchez, M.P.
; …
-
Departamento de Teoría e Historia Económica, Facultad …
-
2007
The distribution of the aggregate claim size is the considerable importance in insurance theory since, for example, it is needed as an input in premium calculation principles and reserve calculation which plays an important paper in ruin theory. In this paper a Bayesian study for the collective...
Persistent link: https://www.econbiz.de/10005455473
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3
Variance reduction in MCMC
Antonietta, Mira
;
Paolo, Tenconi
;
Dario, Bressanini
-
Facoltà di Economia, Università degli Studi dell'Insubria
-
2003
standard variance reduction principles known for regular Monte Carlo simulations (Ripley, 1987) and the Zero-
Variance
principle
…
Persistent link: https://www.econbiz.de/10005612166
Saved in:
4
Direkte Bestimmung der Maximum-Likelihood Schätzungen für Erwartungswert und Varianz durch algebraische Zerlegung der Fisherschen Likelihoodfunktion
Maier, Helmut
-
Leontief-Institut für Wirtschaftsanalyse
-
2010
Schätzungen für Parameter einer unbekannten Grundgesamtheit aus vorgegebenen Stichprobendaten mit Hilfe des von R. A. Fisher (1890-1962) eingeführten Maximum-Likelihood Prinzips (gleich Größ-tes Wahrscheinlichkeitsprinzip) sind integraler Bestandteil von Grundkursen in Schließender...
Persistent link: https://www.econbiz.de/10008911515
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