Monte Carlo computation of the mean of a function with convex support

DOI10.1016/0167-9473(89)90027-3zbMATH Open0726.62023OpenAlexW2074120850MaRDI QIDQ804122FDOQ804122

Authors: Yaacov Ritov 

Publication date: 1989

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(89)90027-3

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zbMATH Keywords

Markov chainmaximum likelihoodisotonic regressiontransformation models

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cited In (1)

• Adaptive optimization of the Monte-Carlo method

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