Durbin’s random substitution and conditional Monte Carlo
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Bo Henry Lindqvist, 2003. "A counterexample to a claim about stochastic simulations," Biometrika, Biometrika Trust, vol. 90(2), pages 489-490, June.
- Bo Henry Lindqvist & Gunnar Taraldsen, 2005. "Monte Carlo conditioning on a sufficient statistic," Biometrika, Biometrika Trust, vol. 92(2), pages 451-464, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
- Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.
- 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.
More about this item
KeywordsRandomization; Likelihood principle; Goodness-of-fit; Conditional Monte Carlo;
StatisticsAccess and download statistics
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:spr:metrik:v:72:y:2010:i:3:p:369-383. 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: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .
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 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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.