Improving p-value approximation and level accuracy of Monte Carlo tests by quasi-Monte Carlo methods

DOI10.1080/03610918.2019.1667389MaRDI QIDQ5082890zbMATH OpenOpenAlexFDO

Authors

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1667389

zbMATH Keywords

Monte Carlo testresamplingquasi-Monte CarloSobol' sequence

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• Algorithm 823
• Monte Carlo and quasi-Monte Carlo sampling
• Remarks on a Multivariate Transformation
• Scrambling Sobol' and Niederreiter-Xing points
• Spatial point patterns: methodology and applications with R
• Statistical Analysis and Modelling of Spatial Point Patterns
• Statistical analysis of spatial and spatio-temporal point patterns
• Stochastic geometry and its applications

Describes a project that uses

Uses Software

• Algorithm 823

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