Monte Carlo Methods in Statistics

Monte Carlo methods are now an essential part of the statistician's toolbox, to the point of being more familiar to graduate students than the measure theoretic notions upon which they are based! We recall in this note some of the advances made in the design of Monte Carlo techniques towards their use in Statistics, referring to Robert and Casella (2004,2010) for an in-depth coverage.

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Year of publication:	2011
Authors:	Robert, Christian P.
Institutions:	Université Paris-Dauphine (Paris IX)
Subject:	Monte Carlo methods

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Series:	Economics Papers from University Paris Dauphine.
Type of publication:	Book / Working Paper
Notes:	Published in International Encyclopedia of Statistical Science, . pp. 854-858.Length: 4 pages
Classification:	C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010707216