A note on the accuracy of adaptive Gauss–Hermite quadrature

DOI10.1093/biomet/asz080zbMath1451.62092OpenAlexW3006568072WikidataQ126630470 ScholiaQ126630470MaRDI QIDQ5127217

Björn Andersson, Shaobo Jin

Publication date: 21 October 2020

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asz080

zbMATH Keywords

asymptotic expansionnumerical approximationmarginal likelihoodLaplace approximationlatent variable model

Mathematics Subject Classification ID

Stochastic approximation (62L20) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

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