IDEAS home Printed from https://ideas.repec.org/a/bla/jorssc/v22y1973i3p347-353.html
   My bibliography  Save this article

A Monte Carlo Swindle for Estimators of Location

Author

Listed:
  • A. M. Gross

Abstract

Savings in time and money can be achieved through the use of a Monte Carlo swindle in place of unaided experimental sampling. A description is provided of a swindle currently in use which often achieves efficiencies of several orders of magnitude in terms of the number of samples needed to achieve a given precision. Data are provided to show some efficiencies actually observed.

Suggested Citation

  • A. M. Gross, 1973. "A Monte Carlo Swindle for Estimators of Location," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 22(3), pages 347-353, November.
    • Handle: RePEc:bla:jorssc:v:22:y:1973:i:3:p:347-353
    DOI: 10.2307/2346782
    as

    Download full text from publisher

    File URL: https://doi.org/10.2307/2346782
    Download Restriction: no
    File URL: https://libkey.io/10.2307/2346782?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Hendry, David F., 1984. "Monte carlo experimentation in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 16, pages 937-976, Elsevier.
    2. Larissa A. Matos & Víctor H. Lachos & Tsung-I Lin & Luis M. Castro, 2019. "Heavy-tailed longitudinal regression models for censored data: a robust parametric approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 844-878, September.
    3. Jana Jurečková & Roger Koenker & A. Welsh, 1994. "Adaptive choice of trimming proportions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 737-755, December.
    4. Alcantara, Izabel Cristina & Cysneiros, Francisco José A., 2013. "Linear regression models with slash-elliptical errors," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 153-164.
    5. Abanto-Valle, C.A. & Bandyopadhyay, D. & Lachos, V.H. & Enriquez, I., 2010. "Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 2883-2898, December.
    6. A. S. Hedayat & Guoqin Su, 2012. "Robustness of the Simultaneous Estimators of Location and Scale From Approximating a Histogram by a Normal Density Curve," The American Statistician, Taylor & Francis Journals, vol. 66(1), pages 25-33, February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssc:v:22:y:1973:i:3:p:347-353. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.