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

DOI10.1016/0167-9473(89)90027-3zbMath0726.62023MaRDI QIDQ804122

Ya'acov 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

zbMATH Keywords

Markov chain; maximum likelihood; isotonic regression; transformation models

Mathematics Subject Classification ID

65C05: Monte Carlo methods

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Information and asymptotic efficiency in parametric-nonparametric models
• An extension of partial likelihood methods for proportional hazard models to general transformation models
• Rank regression
• Generating random vectors uniformly distributed inside and on the surface of different regions
• THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Estimation of the Minimum of a Function Using Order Statistics
• Simple Approximations for the Inverse Cumulative Function, the Density Function and the Loss Integral of the Normal Distribution
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo