Stochastic generalized method of moments

Journal of Computational and Graphical Statistics

Volumn 20, Issue 3, 2011, Pages 714-727

  Yin, Guosheng ^a   Ma, Yanyuan ^b   Liang, Faming ^b   Yuan, Ying ^c  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b TEXAS A AND M UNIVERSITY   (United States)

^c UNIVERSITY OF TEXAS MD ANDERSON CANCER CENTER   (United States)

Author keywords

Generalized linear model; Gibbs sampling; Iterative monte carlo; Markov chain monte carlo; Metropolis algorithm; Moment condition

Indexed keywords

EID: 80053377942     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/jcgs.2011.09210     Document Type: Article

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