Blar i Statistics Norway's Open Research Repository (SNORRe) på emneord "Importance sampling"
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Efficient simulated maximum likelihood estimation through explicitly parameter dependent importance sampling
(Journal article; Peer reviewed, 2012)There exists an overall negative assessment of the performance of the simulated maximum likelihood algorithm in the statistics literature, founded on both theoretical and empirical results. At the same time, there also ... -
Simulated maximum likelihood using tilted importance sampling
(Discussion Papers;No. 540, Working paper, 2008)Abstract: This paper develops the important distinction between tilted and simple importance sampling as methods for simulating likelihood functions for use in simulated maximum likelihood. It is shown that tilted ...