Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm

DOI10.1080/03610926.2017.1419265OpenAlexW2782575974MaRDI QIDQ5078286FDOQ5078286

Kahina Ouadhi, Megdouda Ourbih-Tari

Publication date: 23 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1419265

zbMATH Keywords

estimationMonte Carlo methodsdata generating processsimple linear regression

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05) Pseudo-random numbers; Monte Carlo methods (11K45)

Cites Work

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• Monte Carlo Methods for Applied Scientists
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• FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION
• Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators
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• Importance Sampling in Monte Carlo Analyses
• The transition and autocorrelation structure of tes processes
• A general purpose module using refined descriptive sampling for installation in simulation systems
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• Variance reduction in M/M/1 retrial queues using refined descriptive sampling
• Variance reduction in the simulation of a stationary M/G/1 queuing system using refined descriptive sampling
• Implementing refined descriptive sampling into three-phase discrete-event simulation models
• Survival function estimation with non parametric adaptive refined descriptive sampling algorithm: A case study

Uses Software

• getRDS

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