Importance sampling from posterior distributions using copula-like approximations (Q1740341): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jeconom.2018.11.004 / rank
Normal rank
 
Property / describes a project that uses
 
Property / describes a project that uses: MitISEM / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2018.11.004 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2765858692 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Clustering Dependencies Via Mixtures of Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian estimation of the Gaussian mixture GARCH model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula based factorization in Bayesian multivariate infinite mixture models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive sequential Monte Carlo by means of mixture of experts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Limited Information Analysis of the Simultaneous Equations Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian regression analysis using poly-t densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3359723 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Antithetic acceleration of Monte Carlo integration in Bayesian inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Inference in Econometric Models Using Monte Carlo Integration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Adaptive Importance Sampling for Multivariate Densities With Strong Nonlinear Relationships / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Imputations and Bayesian Missing Data Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large time-varying parameter VARs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo strategies in scientific computing. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Families of Multivariate Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalization of the beta distribution with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sampling nested Archimedean copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration of Multimodal Functions by Monte Carlo Importance Sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient high-dimensional importance sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4363930 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Further experience in Bayesian analysis using Monte Carlo integration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272808 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Practical Issues in the Analysis of Univariate GARCH Models / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q128957665 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JECONOM.2018.11.004 / rank
 
Normal rank

Latest revision as of 07:16, 11 December 2024

scientific article
Language Label Description Also known as
English
Importance sampling from posterior distributions using copula-like approximations
scientific article

    Statements

    Importance sampling from posterior distributions using copula-like approximations (English)
    0 references
    0 references
    0 references
    30 April 2019
    0 references
    Bayesian analysis
    0 references
    beta-Liouville distribution
    0 references
    GARCH
    0 references
    EGARCH
    0 references
    simultaneous equation model
    0 references
    vector autoregressive
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references