Abstract
As indicated at the end of section II.5, the choice of the functional form and of the parameters of an importance function f(θ) for a density p(θ) should be guided by the requirement that f be a good approximation of p. The following criteria are in our opinion necessary but by no means sufficient conditions to attain this goal.
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© 1984 Springer-Verlag Berlin Heidelberg
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Bauwens, L. (1984). Selection of Importance Functions. In: Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo. Lecture Notes in Economics and Mathematical Systems, vol 232. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45578-0_4
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DOI: https://doi.org/10.1007/978-3-642-45578-0_4
Publisher Name: Springer, Berlin, Heidelberg
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