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

DOI10.1080/03610926.2017.1419265MaRDI QIDQ5078286zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

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• A general purpose module using refined descriptive sampling for installation in simulation systems
• Asymptotic properties and variance estimators of the M-quantile regression coefficients estimators
• FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION
• Implementing refined descriptive sampling into three-phase discrete-event simulation models
• Importance Sampling in Monte Carlo Analyses
• Monte Carlo Methods for Applied Scientists
• Sampling methods and parallelism into Monte Carlo simulation
• Survival function estimation with non parametric adaptive refined descriptive sampling algorithm: a case study
• The transition and autocorrelation structure of tes processes
• 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

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Uses Software

• getRDS

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