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Review on goodness of fit tests for ergodic diffusion processes by different sampling schemes

Negri, Ilia; Nishiyama, Yoichi - In: Economic notes : economic review of Banca Monte dei … 39 (2010) 1/2, pp. 91-106

Persistent link: https://www.econbiz.de/10008826255

To bridge, to warp or to wrap? A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods

Ardia, David; Hoogerheide, Lennart; Dijk, Herman K. van - 2009

Persistent link: https://www.econbiz.de/10003813789

Comparing distributions : the harmonic mass index ; extension to m samples

Wagenvoort, Rien - 2006

We extend the paper of Hinloopen and van Marrewijk (2005), who introduce the harmonic mass index to test whether two samples come from the same distribution, in the following directions. Firstly, we derive the Harmonic Weighted Mass (HWM) index for any number of samples. Secondly, this paper...

Persistent link: https://www.econbiz.de/10008939532

On the distribution of a discrete sample path of a square-root diffusion

Gordy, Michael B. - 2012

Persistent link: https://www.econbiz.de/10009546852

C-NORTA : a rejection procedure for sampling from the tail of bivariate NORTA distributions

Ghosh, Soumyadip; Pasupathy, Raghu - In: INFORMS journal on computing : JOC 24 (2012) 2, pp. 295-310

Persistent link: https://www.econbiz.de/10009551751

A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models

Scott, Alexandre; Metzler, Adam - In: Insurance / Mathematics & economics 64 (2015), pp. 279-293

Persistent link: https://www.econbiz.de/10011398073

Design of exponential control charts based on average time to signal using a sequential sampling scheme

Yang, Jun; Yu, Huan; Cheng, Yuan; Xie, Min - In: International journal of production research 53 (2015) 7, pp. 2131-2145

Persistent link: https://www.econbiz.de/10010514661

Finite-sample distributions of self-normalized sums

Kurz-Kim, Jeong-Ryeol - 2003

Simulation werden Quantile der üblicherweise verwendeten kritischen Niveaus für Verteilungen endlicher Stichprobenumfänge der …

Persistent link: https://www.econbiz.de/10011431987

On median control charting under double sampling scheme

Ahmad, Shabbir; Riaz, Muhammad; Abbasi, Saddam Akber; … - In: European journal of industrial engineering : EJIE 8 (2014) 4, pp. 478-512

Persistent link: https://www.econbiz.de/10011285004

To bridge, to warp or to wrap? : a comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods

Ardia, David; Hoogerheide, Lennart; Dijk, Herman K. van - 2009

-1414.Important choices for efficient and accurate evaluation of marginal likelihoods by means of Monte Carlo simulation methods are … importance sampling or the independence chain Metropolis-Hastings algorithm for posterior analysis. A comparative analysis is … presented of possible advantages and limitations of different simulation techniques; of possible choices of candidate …

Persistent link: https://www.econbiz.de/10011377602