Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods

Luc Bauwens, Charles Bos, Herman van Dijk and Rutger D. van Oest

Journal of Econometrics, 2004, vol. 123, issue 2, 201-225

Date: 2004
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Citations: View citations in EconPapers (20)

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Working Paper: Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods (2004)
Working Paper: Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:123:y:2004:i:2:p:201-225

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