On the Choice of Weights in a Function Space for Quasi-Monte Carlo Methods for a Class of Generalised Response Models in Statistics
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Publication:2926243
DOI10.1007/978-3-642-41095-6_33zbMath1302.65021MaRDI QIDQ2926243
Frances Y. Kuo, Vasile Sinescu, Ian H. Sloan
Publication date: 31 October 2014
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-41095-6_33
convergence; error bound; quasi-Monte Carlo method; worst-case error; time series regression; quadrature error; randomly shifted lattice rules
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
65C05: Monte Carlo methods
65D32: Numerical quadrature and cubature formulas
Related Items
Ian Sloan and Lattice Rules, Multivariate integration over \(\mathbb{R}^s\) with exponential rate of convergence, Infinite-dimensional integration and the multivariate decomposition method, Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights, Probabilistic integration: a role in statistical computation?
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