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Adaptive radial-based direction sampling : a class of flexible and robust Monte Carlo integration methods
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Document type | Article de périodique (Journal article) |
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Publication date | 2004 |
Language | Anglais |
Journal information | "Journal of Econometrics" - Vol. 123, no. 2, p. 201-225 (Décembre 2004) |
Peer reviewed | yes |
Publisher | Elsevier BV (Amsterdam, Netherlands) |
issn | 0304-4076 |
Publication status | Publié |
Affiliations |
UCL
- EUEN/CORE - Center for operations research and econometrics Free University Amsterdam - Department of Econometrics & O.R. Erasmus University Rotterdam - Econometric and Tinbergen Institutes Erasmus University Rotterdam - Econometric and Tinbergen Institutes |
Keywords | Markov chain Monte Carlo ; Importance sampling ; Radial coordinates |
Links |
Bibliographic reference | Bauwens, Luc ; Bos, Charles ; van Dijk, Herman ; van Oest, Rutger. Adaptive radial-based direction sampling : a class of flexible and robust Monte Carlo integration methods. In: Journal of Econometrics, Vol. 123, no. 2, p. 201-225 (Décembre 2004) |
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Permanent URL | http://hdl.handle.net/2078.1/23082 |