Blar i Statistisk sentralbyrås publikasjonsserier / Published by Statistics Norway på emneord "Importance sampling"
Viser treff 1-1 av 1
-
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 ...