On the approximation of multiple integrals using multivariate ranked simulated sampling

DOI10.1016/J.AMC.2006.09.121MaRDI QIDQ2371440zbMATH OpenOpenAlexFDO

Authors Hani M. Samawi, Mohammad Fraiwan Al-Saleh

Publication date 4 July 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.09.121

zbMATH Keywords

ranked set samplingimportance samplingnumerical examplesMonte Carlo methodsmultiple integrationbivariate ranked simulated samplingsteady state ranked set sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cites work

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• Multistage ranked set sampling
• On the efficiency of monte carlo methods using steady state ranked simulated samples
• On unbiased estimates of the population mean based on the sample stratified by means of ordering
• Ranked set sampling theory with order statistics background
• Theory & Methods: Estimation of bivariate characteristics using ranked set sampling

Cited in

(7)

• Steady-state ranked Gibbs sampler
• On the efficiency of monte carlo methods using steady state ranked simulated samples
• More efficient monte carlo methods obtained by using ranked set simulated samples
• Rounded data analysis based on multi-layer ranked set sampling
• More efficient approximation of multiple integrals using steady state ranked simulated sampling
• Ranking and Selection Techniques with Overlapping Variance Estimators for Simulations
• Ranked simulated resampling: a more efficient and accurate resampling approximations for bootstrap inference

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