High-dimensional simulation-based estimation

DOI10.1016/S0895-7177(00)00118-7MaRDI QIDQ5938271zbMATH OpenOpenAlexFDO

Authors Dennis Pearl, Jen-Fue Maa, D. J. Horn

Publication date 4 October 2001

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0895-7177(00)00118-7

zbMATH Keywords

multivariate goodness-of-fitpredator-prey modelrandom criterion

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Moving least squares regression for high-dimensional stochastic simulation metamodeling
• The fitting of complex parametric models
• scientific article; zbMATH DE number 1327260
• Fitting Statistical Models of Random Search in Simulation Studies
• Simulation estimation of time-series models

Cites work

• A stochastic probing algorithm for global optimization
• scientific article; zbMATH DE number 50608 (Why is no real title available?)
• Markov chains for exploring posterior distributions. (With discussion)
• Patents as Options: Some Estimates of the Value of Holding European Patent Stocks
• Reducing multidimensional two-sample data to one-dimensional interpoint comparisons
• Simulated Annealing – An Annotated Bibliography
• Simulation estimation of time-series models

Cited in

(1)

• An estimation method of simulation model parameters based on credibility optimization

This page was built for publication: High-dimensional simulation-based estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5938271)