Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - 2003
statistische Theorie für die Monte-Carlo-Methode wird abgeleitet. Anhand einer Simulationsuntersuchung wird die Effizienz von … of confidence interval for estimates is usually based. Statistical theory for the MC method is given. A simulation study … compares the efficiency of our estimate with the Hill estimate (Hill, 1975). Construction of significance level based on the MC …