IDEAS home Printed from https://ideas.repec.org/a/spr/metrik/v72y2010i3p369-383.html
   My bibliography  Save this article

Durbin’s random substitution and conditional Monte Carlo

Author

Listed:
  • José González-Barrios
  • Federico O’Reilly
  • Raúl Rueda

Abstract

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
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00184-009-0258-z
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00184-009-0258-z?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
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Richard A. Lockhart & Federico J. O'Reilly & Michael A. Stephens, 2007. "Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications," Biometrika, Biometrika Trust, vol. 94(4), pages 992-998.
    2. Bo Henry Lindqvist & Gunnar Taraldsen, 2005. "Monte Carlo conditioning on a sufficient statistic," Biometrika, Biometrika Trust, vol. 92(2), pages 451-464, June.
    3. Bo Henry Lindqvist, 2003. "A counterexample to a claim about stochastic simulations," Biometrika, Biometrika Trust, vol. 90(2), pages 489-490, June.
    Full references (including those not matched with items on IDEAS)

    Citations

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


    Cited by:

    1. Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
    2. 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.
    3. Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bo H. Lindqvist & Rasmus Erlemann & Gunnar Taraldsen, 2022. "Conditional Monte Carlo revisited," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 943-968, September.
    2. Michael A. Stephens, 2012. "Goodness-of-Fit and Sufficiency: Exact and Approximate Tests," Methodology and Computing in Applied Probability, Springer, vol. 14(3), pages 785-791, September.
    3. J. I. Beltrán-Beltrán & F. J. O’Reilly, 2019. "On goodness of fit tests for the Poisson, negative binomial and binomial distributions," Statistical Papers, Springer, vol. 60(1), pages 1-18, February.
    4. Villaseñor, José A. & González-Estrada, Elizabeth, 2015. "A variance ratio test of fit for Gamma distributions," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 281-286.
    5. Andrea C. Garcia‐Angulo & Gerda Claeskens, 2023. "Exact uniformly most powerful postselection confidence distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(1), pages 358-382, March.

    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:spr:metrik:v:72:y:2010:i:3:p:369-383. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc 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 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.