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Conditional Monte Carlo revisited - MaRDI portal

Conditional Monte Carlo revisited

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Publication:5043787

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DOI10.1111/SJOS.12549zbMath1496.65006arXiv2010.07065OpenAlexW3177937224MaRDI QIDQ5043787

Gunnar Taraldsen, Bo Henry Lindqvist, Rasmus Erlemann

Publication date: 6 October 2022

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.07065

zbMATH Keywords

Monte Carlo simulation exponential family change of variables conditional distribution sufficiency pivotal quantity goodness-of-fit testing

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Sufficient statistics and fields (62B05)

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