IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Zufall und Quasi-Monte Carlo Ansätze, Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie

  • Peter Winker
  • Kai-Tai Fang

    (Universität Mannheim)

Monte Carlo Methoden haben sich auf vielen Gebieten der Statistik und Ökonometrie als wertvolles Instrument erwiesen. Die übliche Verwendung von Pseudozufallszahlen führt dazu, daß der Zusammenhang zwischen einem allgemeinen Zufallsbegriff und der Anwendung in Monte Carlo Verfahren eher ein lockerer ist. In quasi-Monte Carlo Verfahren wird von vorneherein vom Begriff des Zufalls abstrahiert. Stattdessen wird versucht, für die Anwendungen relevante Eigenschaften der erzeugten Zahlen oder Vektoren zu optimieren. In diesem Aufsatz werden einige Grundlagen dargestellt und auf den möglichen Nutzen der Anwendung von quasi-Monte Carlo Verfahren im Bereich der Statistik und Ökonometrie hingewiesen. Ferner werden einige Verfahren vorgestellt, um für ausgewählte Anwendungen besonders geeignete quasi-Monte Carlo Vektoren zu erhalten.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
File Function: Main text
Download Restriction: Access via GENIOS - German Business Information -

File URL:
File Function: Main text
Download Restriction: Access via EBSCOhost Econlit -

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Article provided by Justus-Liebig University Giessen, Department of Statistics and Economics in its journal Journal of Economics and Statistics.

Volume (Year): 218 (1999)
Issue (Month): 1+2 (January)
Pages: 215-228

in new window

Handle: RePEc:jns:jbstat:v:218:y:1999:i:1-2:p:215-228
Contact details of provider: Postal:
Licher Straße 74, 35394 Gießen

Phone: +49 (0)641 99 22 001
Fax: +49 (0)641 99 22 009
Web page:

More information through EDIRC

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:jns:jbstat:v:218:y:1999:i:1-2:p:215-228. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Peter Winker)

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.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with 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 profile, as there may be some citations waiting for confirmation.

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

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.