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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
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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
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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}
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  • https://www.mathnet.ru/eng/mm/v16/i2/p118
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    		Математическое моделирование
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