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On the use of quasi-Monte Carlo in bootstrap estimates
I. M. Sobol', E. E. Myshetskaya Institute for Mathematical Modelling, Russian Academy of Sciences
Abstract:
The bootstrap estimate allows to evaluate the accuracy of a single statistical experiment in certain problems, As a rule, this estimate includes a Monte Carlo computation. In this paper, a quasi-Monte Carlo algorithm is constructed whose convergence rate for certain problems increases considerably.
Received: 09.10.2003
Citation:
I. M. Sobol', E. E. Myshetskaya, “On the use of quasi-Monte Carlo in bootstrap estimates”, Matem. Mod., 16:2 (2004), 118–122
Linking options:
https://www.mathnet.ru/eng/mm350 https://www.mathnet.ru/eng/mm/v16/i2/p118
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Abstract page: | 824 | Full-text PDF : | 373 | References: | 72 | First page: | 2 |
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