Simulation-based approach to estimation of latent variable models

DOI10.1016/j.csda.2006.02.016zbMath1157.62347OpenAlexW2056646467MaRDI QIDQ1010464

Alexander Shapiro, Zhiguang Qian

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.02.016

zbMATH Keywords

stochastic programminglatent variable modelssample average approximationsimulation-based inference

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items

Indirect density estimation using the iterative Bayes algorithm, Iterated filtering

Uses Software

• GAMS

Cites Work

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