Optimal estimators for the importance sampling method
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Publication:4490162
DOI10.1080/03610910008813604zbMath0968.65503MaRDI QIDQ4490162
Publication date: 10 July 2000
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910008813604
65C05: Monte Carlo methods
Cites Work
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- New perspectives on linear calibration
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- Rao-Blackwellisation of sampling schemes
- Weighted Monte Carlo Integration
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- Processing simulation output by riemann sums
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