Resampling inference through quasi-Monte Carlo

Stanislav Kolenikov

North American Stata Users' Group Meetings 2007 from Stata Users Group

Abstract: This presentation will review quasi-Monte Carlo methods (Halton sequences) and their applications in resampling inference. The two major applications are the bootstrap procedures where QMC methods allow to achieve stability close to that of the balanced bootstrap, and the complex survey variance estimation where QMC methods allow to create approximately balanced resampling designs thus providing a compromise between the BRR and regular bootstrap.

Date: 2007-08-15
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://repec.org/nasug2007/nasug2007-kolenikov-talk.pdf presentation slides (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:asug07:11

Access Statistics for this paper

More papers in North American Stata Users' Group Meetings 2007 from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().