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Durbin’s random substitution and conditional Monte Carlo


  • José González-Barrios


  • Federico O’Reilly


  • Raúl Rueda



No abstract is available for this item.

Suggested Citation

  • José González-Barrios & Federico O’Reilly & Raúl Rueda, 2010. "Durbin’s random substitution and conditional Monte Carlo," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 72(3), pages 369-383, November.
  • Handle: RePEc:spr:metrik:v:72:y:2010:i:3:p:369-383
    DOI: 10.1007/s00184-009-0258-z

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    References listed on IDEAS

    1. Bo Henry Lindqvist, 2003. "A counterexample to a claim about stochastic simulations," Biometrika, Biometrika Trust, vol. 90(2), pages 489-490, June.
    2. Bo Henry Lindqvist & Gunnar Taraldsen, 2005. "Monte Carlo conditioning on a sufficient statistic," Biometrika, Biometrika Trust, vol. 92(2), pages 451-464, June.
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    Cited by:

    1. Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
    2. Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.
    3. Szkutnik, Zbigniew, 2012. "On the Durbin–Wagle randomization device and some of its applications," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 103-108.


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