Measuring what's missing: practical estimates of coverage for stochastic simulations

DOI10.1080/00949655.2015.1077839MaRDI QIDQ5222431zbMATH OpenOpenAlexFDO

Authors Sam A. M. Jones

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2015.1077839

zbMATH Keywords

HDIMonte Carlosensitivity analysissimulation coverageuncertainty analysis

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Always Good Turing: asymptotically optimal probability estimation
• Creating composite indicators with DEA and robustness analysis: the case of the Technology Achievement Index
• Handbook of Markov Chain Monte Carlo
• scientific article; zbMATH DE number 3537134 (Why is no real title available?)
• scientific article; zbMATH DE number 5486280 (Why is no real title available?)
• Implementing MCMC: estimating with confidence
• Introduction to sensitivity and stability analysis in nonlinear programming
• Introduction to Stochastic Search and Optimization
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Markov chain Monte Carlo: can we trust the third significant figure?
• Minimization by Random Search Techniques
• Monte Carlo sampling methods using Markov chains and their applications
• Nonparametric estimations about species not observed in a random sample
• Quasi-Monte Carlo methods and pseudo-random numbers
• Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
• The missing mass problem
• THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS
• Theory of evolution strategies: a new perspective
• Uncertainty and Sensitivity Analysis Techniques as Tools for the Quality Assessment of Composite Indicators

Cited in

(1)

• Coverage estimation using statistics of the extremes for when testing reveals no failures

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