Resampling inference through quasi-Monte Carlo
Stanislav Kolenikov ()
North American Stata Users' Group Meetings 2007 from Stata Users Group
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.
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Persistent link: https://EconPapers.repec.org/RePEc:boc:asug07:11
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