On improved estimation for importance sampling

DOI10.1214/11-BJPS155zbMath1282.65014MaRDI QIDQ642209

David Firth

Publication date: 25 October 2011

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

simulationvariance reductionregression estimatorHorvitz-Thompson estimatordifference estimator

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Sequential statistical analysis (62L10)

Cites Work

• Model assisted survey sampling
• Importance sampling in the Monte Carlo study of sequential tests
• Robust Models in Probability Sampling
• Weighted Average Importance Sampling and Defensive Mixture Distributions
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