On selection of statistics for approximate Bayesian computing (or the method of simulated moments)
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Publication:1659104
DOI10.1016/j.csda.2015.05.005zbMath1466.62049OpenAlexW2168452015MaRDI QIDQ1659104
Dennis Kristensen, Michael Creel
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://ddd.uab.cat/record/174328
approximate Bayesian computationlikelihood-free methodsmethod of simulated momentsselection of statistics
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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