Processing simulation output by riemann sums

DOI10.1080/00949659708811863zbMath0912.62027OpenAlexW2010361932MaRDI QIDQ4374342

Anne Philippe

Publication date: 26 May 1999

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811863

zbMATH Keywords

order statisticsRiemann integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)

Related Items (2)

An iterative computation of approximations on Korobov-like spaces. ⋮ Optimal estimators for the importance sampling method

Cites Work

• Tools for statistical inference. Observed data and data augmentation methods
• Some applications of number-theoretic methods in statistics
• Markov chains for exploring posterior distributions. (With discussion)
• Practical Markov Chain Monte Carlo
• Weighted Monte Carlo Integration
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