A counterexample to a claim about stochastic simulations

DOI10.1093/BIOMET/90.2.489MaRDI QIDQ4455429zbMATH OpenOpenAlexWikidataFDO

Authors Bo Henry Lindqvist, Gunnar Taraldsen, Magnar Lillegård, Steinar Engen

Publication date 16 March 2004

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/90.2.489

zbMATH Keywords

conditional distributionMonte Carlo methodstochastic simulationcounterexamplesufficient statistics

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sufficient statistics and fields (62B05)

Recommendations

• Miscellanea. Stochastic simulations conditioned on sufficient statistics
• Monte Carlo conditioning on a sufficient statistic
• Conditional Monte Carlo revisited
• Tests based on monte carlo simulations conditioned on maximum likelihood estimates of nuisance parameters
• MCMC methods to approximate conditional predictive distributions

Cited in

(3)

• Fiducial Inferences for the Truncated Exponential Distribution
• On fiducial generators
• Durbin's random substitution and conditional Monte Carlo

This page was built for publication: A counterexample to a claim about stochastic simulations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4455429)