Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling (Q1013147): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
m rollbackEdits.php mass rollback
Tag: Rollback
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.matcom.2008.11.014 / rank
Normal rank
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W2093040301 / rank
Normal rank
 

Revision as of 04:09, 20 March 2024

scientific article
Language Label Description Also known as
English
Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling
scientific article

    Statements

    Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling (English)
    0 references
    0 references
    0 references
    17 April 2009
    0 references
    central limit theorem
    0 references
    valid confidence intervals
    0 references
    infinite variance distributions
    0 references
    numerical examples
    0 references
    Monte Carlo sampling
    0 references
    finite moments
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references