Monte Carlo EM with importance reweighting and its applications in random effects models

Computational Statistics and Data Analysis

Volumn 29, Issue 4, 1999, Pages 429-444

  Quintana, Fernando A ^a   Liu, Jun S ^b   Pino, Guido E Del ^a  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Importance sampling; Metropolis Hastings algorithm; Stochastic approximations

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; MONTE CARLO METHODS; RANDOM PROCESSES; STATISTICAL METHODS;

IMPORTANCE SAMPLING; METROPOLIS-HASTINGS ALGORITHMS; RANDOM EFFECT MODELS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 0033076076     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(98)00075-9     Document Type: Article

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