# Joshua C. C. Chan

According to our database

Collaborative distances:

^{1}, Joshua C. C. Chan authored at least 8 papers between 2008 and 2016.Collaborative distances:

## Timeline

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## Bibliography

2016

Fast computation of the deviance information criterion for latent variable models.

Computational Statistics & Data Analysis, 2016

2014

Modelling breaks and clusters in the steady states of macroeconomic variables.

Computational Statistics & Data Analysis, 2014

2012

Improved cross-entropy method for estimation.

Statistics and Computing, 2012

2011

Rare-event probability estimation with conditional Monte Carlo.

Annals OR, 2011

Fitting mixture importance sampling distributions via improved cross-entropy.

Proceedings of the Winter Simulation Conference 2011, 2011

2010

Efficient estimation of large portfolio loss probabilities in t-copula models.

European Journal of Operational Research, 2010

2009

Efficient simulation and integrated likelihood estimation in state space models.

IJMNO, 2009

2008

Randomized methods for solving the Winner Determination Problem in combinatorial auctions.

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008