ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES

DOI10.1111/J.1467-9574.1984.TB01099.XMaRDI QIDQ5895491zbMATH OpenOpenAlexFDO

Authors Ronald J. M. M. Does

Publication date 1984

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1984.tb01099.x

zbMATH Keywords

asymptotic normalityBerry-Esseen theoremsdistribution-freeEdgeworth expansionssimple linear rank statisticsSpearman's rank correlation coefficientsurveytwo-sample tests of location

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10)

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Cites work

• A class of dependent random variables and their maxima
• A Non-Parametric Approach to the Change-Point Problem
• Bivariate distributions with given marginals
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• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• On a class of extremal problems in statistics
• Solution of a statistical optimization problem by rearrangement methods

Cited in

(9)

• Linear rank score statistics when ties are present
• Linear rank statistics, finite sampling, permutation tests and Winsorizing
• Asymptotic linearity of serial and nonserial multivariate signed rank statistics
• Asymptotic behaviour of linear rank statistics for the two-sample problem
• SPEARMAN'S RANK CORRELATION TYPE TWO-SAMPLE TEST
• Asymptotic convergence in distribution for spearman's rank correlation coefficient
• scientific article; zbMATH DE number 3911466 (Why is no real title available?)
• scientific article; zbMATH DE number 3926013 (Why is no real title available?)
• Stochastic equivalence of ranking methods

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