Adaptive Polar Sampling

Luc Bauwens, Charles Bos, Herman van Dijk and Rutger D. van Oest

No 307, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: polar transformation; importance sampling; markov chain monte carlo; mixture distributions (search for similar items in EconPapers)
JEL-codes: C11 C15 C45 (search for similar items in EconPapers)
Date: 2002-07-01
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:307

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