Random Riemann sum estimator versus Monte Carlo

DOI10.1016/J.CSDA.2006.09.041zbMATH Open1162.65303OpenAlexW2067334202MaRDI QIDQ1020136FDOQ1020136

Authors: Henar Urmeneta, V. M. Hernández 

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.09.041

Recommendations

• Processing simulation output by riemann sums
• Adaptive algorithm of Monte Carlo type for calculating the integral characteristics of complex systems
• Optimal estimators for the importance sampling method
• A new approach to the random Riemann sum
• Randomized quasi-Monte Carlo: an introduction for practitioners

zbMATH Keywords

triangular arrayregular coverrandom Riemann sumrates of convergence in the law of large numbers

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence Rates in the Law of Large Numbers
• A comparison inequality for sums of independent random variables
• Randomly sampled Riemann sums and complete convergence in the law of large numbers for a case without identical distribution
• The Lebesgue Integral as the Almost Sure Limit of Random Riemann Sums
• Title not available (Why is that?)
• Convergence rates for the law of large numbers for arrays

Cited In (1)

• A random approach to the Lebesgue integral

Uses Software

• R
• S-PLUS

This page was built for publication: Random Riemann sum estimator versus Monte Carlo

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1020136)