Matematicheskoe modelirovanie
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Matem. Mod.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Matematicheskoe modelirovanie, 2004, Volume 16, Number 2, Pages 118–122 (Mi mm350)  

On the use of quasi-Monte Carlo in bootstrap estimates

I. M. Sobol', E. E. Myshetskaya

Institute for Mathematical Modelling, Russian Academy of Sciences
Full-text PDF (361 kB) Citations (1)
References:
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
Bibliographic databases:
Language: Russian
Citation: I. M. Sobol', E. E. Myshetskaya, “On the use of quasi-Monte Carlo in bootstrap estimates”, Matem. Mod., 16:2 (2004), 118–122
Citation in format AMSBIB
\Bibitem{SobMys04}
\by I.~M.~Sobol', E.~E.~Myshetskaya
\paper On the use of quasi-Monte Carlo in bootstrap estimates
\jour Matem. Mod.
\yr 2004
\vol 16
\issue 2
\pages 118--122
\mathnet{http://mi.mathnet.ru/mm350}
\zmath{https://zbmath.org/?q=an:1045.62037}
Linking options:
  • https://www.mathnet.ru/eng/mm350
  • https://www.mathnet.ru/eng/mm/v16/i2/p118
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математическое моделирование
    Statistics & downloads:
    Abstract page:824
    Full-text PDF :373
    References:72
    First page:2
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024