A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation

LF Hoogerheide, A (Anne) Opschoor, HK van Dijk

Research output: Contribution to journalArticleAcademicpeer-review

30 Citations (Scopus)
Original languageEnglish
Pages (from-to)101-120
Number of pages20
JournalJournal of Econometrics
Issue number2
Publication statusPublished - 2012

Research programs

  • RSM F&A

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