42 citations · 59 across the 9 of their papers we have counts for
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stat.CO2021
Smooth bootstrapping of copula functionals
Maximilian Coblenz, Oliver Grothe, Klaus Herrmann +1
The smooth bootstrap for estimating copula functionals in small samples is investigated. It can be used both to gauge the distribution of the estimator in question and to augment t…
stat.CO2016
The Gibbs Sampler with Particle Efficient Importance Sampling for State-Space Models
Oliver Grothe, Tore Selland Kleppe, Roman Liesenfeld
We consider Particle Gibbs (PG) as a tool for Bayesian analysis of non-linear non-Gaussian state-space models. PG is a Monte Carlo (MC) approximation of the standard Gibbs procedur…