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  • Search: subject:"Rejection sampling"
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Year of publication
Subject
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Rejection sampling 6 Monte Carlo simulation 4 Monte-Carlo-Simulation 3 Sampling 3 Stichprobenerhebung 3 acceptance-rejection sampling 3 Acceptance-rejection sampling 2 Bayesian inference 2 Markov chain 2 Option pricing theory 2 Optionspreistheorie 2 PD-LGD correlation 2 Simulation 2 Stochastic process 2 Stochastischer Prozess 2 credit risk 2 importance sampling 2 large deviation probabilities 2 loss probabilities 2 portfolio credit risk 2 rejection sampling 2 stochastic recovery 2 tail probabilities 2 Adaptive Rejection sampling 1 Bayes-Statistik 1 Big Data 1 Big data 1 Bivariate extremes 1 Correlation 1 Credit risk 1 Data augmentation 1 Esscher density transform 1 Exponential-Power Family 1 Filtering 1 GARCH processes 1 Gibbs Sampler 1 Gibbs sampler 1 Gibbs sampling 1 Gillespie’s algorithm 1 Greeks 1
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Online availability
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Undetermined 9 Free 4 CC license 1
Type of publication
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Article 11 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Article 1
Language
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Undetermined 9 English 5
Author
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Metzler, Adam 2 Scott, Alexandre 2 Bianchi, Michele Leonardo 1 Braun, Michael 1 Choy, S. 1 Damien, Paul 1 Duan, Qihong 1 Fabozzi, Frank J. 1 Forrest, Christopher 1 Joshi, Mark S. 1 Kawai, Reiichiro 1 Laurini, Fabrizio 1 Lee, S 1 Liu, Junrong 1 Omori, Yasuhiro 1 Rachev, Svetlozar T. 1 Robinson, John 1 Smith, A. 1 Takahashi, Makoto 1 Tanizaki, Hisashi 1 Watanabe, Toshiaki 1 Wu, Kunling 1 Wu, Lang 1 Young, GA 1 Zeger, Scott 1 Zhu, Dan 1
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Institution
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Banca d'Italia 1 Berkeley Electronic Press 1 Society for Computational Economics - SCE 1
Published in...
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Annals of the Institute of Statistical Mathematics 1 Computational Statistics 1 Computing in Economics and Finance 2003 1 Economics Letters 1 European journal of operational research : EJOR 1 Johns Hopkins University Dept. of Biostatistics Working Paper Series 1 Marketing science 1 Metrika 1 Risks 1 Risks : open access journal 1 Statistical Methods and Applications 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Temi di discussione (Economic working papers) 1
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Source
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RePEc 9 ECONIS (ZBW) 3 BASE 1 EconStor 1
Showing 11 - 14 of 14
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A Hierarchical Multivariate Two-Part Model for Profiling Providers' Effects on Healthcare Charges
Robinson, John; Zeger, Scott; Forrest, Christopher - Berkeley Electronic Press - 2004
Procedures for analyzing and comparing healthcare providers' effects on health services delivery and outcomes have been referred to as provider profiling. In a typical profiling procedure, patient-level responses are measured for clusters of patients treated by providers that in turn, can be...
Persistent link: https://www.econbiz.de/10005585209
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Evaluating the extremal index in GARCH processes through double random walk
Laurini, Fabrizio - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345715
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Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques
Tanizaki, Hisashi - In: Annals of the Institute of Statistical Mathematics 53 (2001) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10005616232
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Hierarchical models with scale mixtures of normal distributions
Choy, S.; Smith, A. - In: TEST: An Official Journal of the Spanish Society of … 6 (1997) 1, pp. 205-221
Persistent link: https://www.econbiz.de/10005613363
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