Skewness of a randomized quasi-Monte Carlo estimate

Some recent work on confidence intervals for randomized quasi-Monte Carlo (RQMC) sampling found a surprising result: ordinary Student $t$ 95\% confidence intervals based on a modest number of replicates were seen to be very effective and even more reliable than some bootstrap $t$ intervals that were...

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Bibliographische Detailangaben

Hauptverfasser:	Pan, Zexin, Owen, Art B
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Numerical Analysis Mathematics - Numerical Analysis Statistics - Computation
Online-Zugang:	Volltext bestellen
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