Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling (Q1013147)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling |
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Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling (English)
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17 April 2009
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central limit theorem
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valid confidence intervals
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infinite variance distributions
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numerical examples
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Monte Carlo sampling
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finite moments
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