Importance sampling via the estimated sampler

Henmi, Masayuki, Yoshida, Ryo, Eguchi, Shinto . Biometrika 2007. 94 (4) :985-991

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Bibtex

@article{CIS-242680,
  Author = {Henmi, Masayuki and Yoshida, Ryo and Eguchi, Shinto},
  Title = {Importance sampling via the estimated sampler},
  Journal = {Biometrika},
  Volume = {94},
  Number = {4},
  Year = {2007},
  Pages = {985--991},
  Keywords = {Monte Carlo integration, asymptotic variance zero, nuisance parameter effect}
}

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