An Efficient Estimation for Switching Regression Models: A Monte Carlo Study.
Dinghai XuPublished in: Commun. Stat. Simul. Comput. (2010)
Keyphrases
- monte carlo
- regression model
- simulation study
- importance sampling
- monte carlo simulation
- regression analysis
- monte carlo methods
- markov chain
- particle filter
- adaptive sampling
- parameter estimation
- monte carlo tree search
- variance reduction
- data mining
- semi parametric
- interval valued data
- regression methods
- model selection
- least squares