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Resampling inference through quasi-Monte Carlo

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  • Stanislav Kolenikov

    (University of Missouri, Columbia)

Abstract

This presentation will review quasi-Monte Carlo methods (Halton sequences) and their applications in resampling inference. The two major applications are the bootstrap procedures where QMC methods allow to achieve stability close to that of the balanced bootstrap, and the complex survey variance estimation where QMC methods allow to create approximately balanced resampling designs thus providing a compromise between the BRR and regular bootstrap.

Suggested Citation

  • Stanislav Kolenikov, 2007. "Resampling inference through quasi-Monte Carlo," North American Stata Users' Group Meetings 2007 11, Stata Users Group.
  • Handle: RePEc:boc:asug07:11
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    File URL: http://repec.org/nasug2007/nasug2007-kolenikov-talk.pdf
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