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

DOI10.1016/0167-9473(89)90027-3MaRDI QIDQ804122zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Markov chainmaximum likelihoodisotonic regressiontransformation models

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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• An extension of partial likelihood methods for proportional hazard models to general transformation models
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• Estimating Optimal Transformations for Multiple Regression and Correlation
• Estimation of the Minimum of a Function Using Order Statistics
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• Rank regression
• Simple Approximations for the Inverse Cumulative Function, the Density Function and the Loss Integral of the Normal Distribution
• THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS

Cited in

(1)

• Adaptive optimization of the Monte-Carlo method

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