Monte Carlo conditioning on a sufficient statistic

DOI10.1093/BIOMET/92.2.451MaRDI QIDQ5479503zbMATH OpenOpenAlexFDO

Authors Bo Henry Lindqvist, Gunnar Taraldsen

Publication date 10 July 2006

Published in Biometrika (Search for Journal in Brave)

Full work available at URL http://cds.cern.ch/record/550408

zbMATH Keywords

Monte Carlo simulationConditional distributionSufficiencyFiducial distributionPivotal statistic

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05) Sufficient statistics and fields (62B05)

Recommendations

• Conditional Monte Carlo revisited
• Miscellanea. Stochastic simulations conditioned on sufficient statistics
• Stochastic monotonicity and conditional Monte Carlo for likelihood ratios
• On the Malliavin approach to Monte Carlo approximation of conditional expectations
• scientific article; zbMATH DE number 1350773

Cited in

(13)

• Exact conditional tests and approximate bootstrap tests for the von Mises distribution
• Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
• Fiducial Inferences for the Truncated Exponential Distribution
• Conditional fiducial models
• A Metropolis algorithm to obtain co-sufficient samples with applications in conditional tests
• Durbin's random substitution and conditional Monte Carlo
• Conditional Monte Carlo revisited
• How many inner simulations to compute conditional expectations with least-square Monte Carlo?
• On fiducial generators
• Acceptance–Rejection Sampling from the Conditional Distribution of Independent Discrete Random Variables, given their Sum
• On the proper treatment of improper distributions
• Optimal finite sample post-selection confidence distributions in generalized linear models
• A counterexample to a claim about stochastic simulations

This page was built for publication: Monte Carlo conditioning on a sufficient statistic

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5479503)