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CSDA
2006

Simulation-based approach to estimation of latent variable models

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Simulation-based approach to estimation of latent variable models
We propose a simulation-based method for calculating maximum likelihood estimators in latent variable models. The proposed method integrates a recently developed sampling strategy, the so-called Sample Average Approximation method, to efficiently compute high quality solutions of the estimation problem. Theoretical and algorithmic properties of the method are discussed. A computational study, involving two numerical examples, is presented to highlight a significant improvement of the proposed approach over existing methods.
Zhiguang Qian, Alexander Shapiro
Added 11 Dec 2010
Updated 11 Dec 2010
Type Journal
Year 2006
Where CSDA
Authors Zhiguang Qian, Alexander Shapiro
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