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Confidence regions for the multinomial parameter with small sample size
Chafai͏̈, Djalil; Concordet, Didier - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1071-1079
Persistent link: https://www.econbiz.de/10003902794
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On the computational complexity of MCMC-based estimators in large samples
Belloni, Alexandre (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003432532
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Generalized poststratification and importance sampling for subsampled Markov chain Monte Carlo estimation
Guha, Subharup; MacEachern, Steven N. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1175-1184
Persistent link: https://www.econbiz.de/10003375956
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On generating Monte Carlo samples of continuous diffusion bridges
Lin, Ming; Chen, Rong; Mykland, Per A. - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 820-838
Persistent link: https://www.econbiz.de/10008736836
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A Monte Carlo sampling plan for estimating network reliability
Fishman, George S. - In: Operations research 34 (1986) 4, pp. 581-594
Persistent link: https://www.econbiz.de/10003548848
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Importance sampling for backward SDEs
Bendera, Christian; Moseler, Thilo - 2008
In this paper we explain how the importance sampling technique can be generalized from simulating expectations to … success of the generalized importance sampling is illustrated by numerical examples in the context of Asian option pricing …
Persistent link: https://www.econbiz.de/10003877018
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The small sample properties of tests of the expectations hypothesis : a Monte Carlo investigation
Garganas, Eugenie; Hall, Stephen G. - In: International journal of finance & economics : IJFE 16 (2011) 2, pp. 152-171
Persistent link: https://www.econbiz.de/10009159751
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A computationally practical robust simulation estimator for dynamic panel tobit models
Chang, Sheng-kai - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10009521857
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Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan; Lucas, André; Scharth, Marcel - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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On variance reduction of mean-CVaR Monte Carlo estimators
Kozmík, Václav - In: Computational Management Science : CMS 12 (2015) 2, pp. 221-242
Persistent link: https://www.econbiz.de/10010513412