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20132023
most citedHigh-Dimensional Conditionally Gaussian State Space Models with Missing Data

5 citations · 15 across the 14 of their papers we have counts for

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Showing 2017Show all

2 papers · 1 filter

econ.GN2017

Indirect Inference with a Non-Smooth Criterion Function

David T. Frazier, Tatsushi Oka, Dan Zhu

Indirect inference requires simulating realisations of endogenous variables from the model under study. When the endogenous variables are discontinuous functions of the model param…

math.ST2017★ 1 cited

Joint mixability of elliptical distributions and related families

Chuancun Yin, Dan Zhu

In this paper, three different proofs to a result of Wang, Peng and Yang (2013) which related to the joint mixability of elliptical distributions with the same characteristic gener…