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Revision as of 19:52, 13 July 2024

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A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
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    A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (English)
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    12 May 2017
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    mixture of Student-\(t\) distributions
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    importance sampling
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    Kullback-Leibler divergence
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    expectation maximization
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    Metropolis-Hastings algorithm
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    predictive likelihood
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    DCC GARCH
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    mixture GARCH
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    instrumental variables
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