Processing simulation output by riemann sums

DOI10.1080/00949659708811863MaRDI QIDQ4374342zbMATH OpenOpenAlexFDO

Authors Anne Philippe

Publication date 26 May 1999

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

Full work available at URL https://doi.org/10.1080/00949659708811863

zbMATH Keywords

order statisticsRiemann integration

Mathematics Subject Classification ID

Statistical distribution theory (62E99) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Numerical integration (65D30)

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Cites work

• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• Markov chains for exploring posterior distributions. (With discussion)
• Practical Markov Chain Monte Carlo
• Some applications of number-theoretic methods in statistics
• Tools for statistical inference. Observed data and data augmentation methods
• Weighted Monte Carlo Integration

Cited in

(6)

• Random Riemann sum estimator versus Monte Carlo
• An iterative computation of approximations on Korobov-like spaces.
• Optimal estimators for the importance sampling method
• scientific article; zbMATH DE number 1923154 (Why is no real title available?)
• Trapezoidal and Simpson's methods with a random design
• Quantile importance sampling

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