Processing simulation output by riemann sums

DOI10.1080/00949659708811863zbMATH Open0912.62027OpenAlexW2010361932MaRDI QIDQ4374342FDOQ4374342

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

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zbMATH Keywords

order statisticsRiemann integration

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Markov chains for exploring posterior distributions. (With discussion)
• Practical Markov Chain Monte Carlo
• Title not available (Why is that?)
• Tools for statistical inference. Observed data and data augmentation methods
• Some applications of number-theoretic methods in statistics
• Weighted Monte Carlo Integration

Cited In (5)

• Random Riemann sum estimator versus Monte Carlo
• An iterative computation of approximations on Korobov-like spaces.
• Trapezoidal and Simpson's methods with a random design
• Title not available (Why is that?)
• Optimal estimators for the importance sampling method

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