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

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@article{eaff00361842410aa0cacbaed310f5b4,

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

author = "LF Hoogerheide and Opschoor, \{A (Anne)\} and \{van Dijk\}, HK",

year = "2012",

doi = "10.1016/j.jeconom.2012.06.011",

language = "English",

volume = "171",

pages = "101--120",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation

AU - Hoogerheide, LF

AU - Opschoor, A (Anne)

AU - van Dijk, HK

PY - 2012

Y1 - 2012

U2 - 10.1016/j.jeconom.2012.06.011

DO - 10.1016/j.jeconom.2012.06.011

M3 - Article

SN - 0304-4076

VL - 171

SP - 101

EP - 120

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 2

ER -