Monte Carlo and Quasi-Monte Carlo for Statistics

Art B. Owen ()
Additional contact information
Art B. Owen: Stanford University, Department of Statistics

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2008, 2009, pp 3-18 from Springer

Abstract: Abstract This article reports on the contents of a tutorial session at MCQMC 2008. The tutorial explored various places in statistics where Monte Carlo methods can be used. There was a special emphasis on areas where Quasi-Monte Carlo ideas have been or could be applied, as well as areas that look like they need more research.

Keywords: Orthogonal Array; Latin Hypercube Sampling; Monte Carlo Estimate; Least Trim Square; Monte Carlo Search (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprchp:978-3-642-04107-5_1

Ordering information: This item can be ordered from
http://www.springer.com/9783642041075

DOI: 10.1007/978-3-642-04107-5_1

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().