Keywords
Monte Carlo methodStatisticsStatistical physicsComputer scienceEconometricsMathematicsPhysics
Related Publications
A Comparison of Alternatives to Conducting Monte Carlo Analyses for Determining Parallel Analysis Criteria
The parallel analysis method for determining the number of components to retain in a principal components analysis has received a recent resurgence of support and interest. Howe...
Randomization, Bootstrap and Monte Carlo Methods in Biology
Modern computer-intensive statistical methods play a key role in solving many problems across a wide range of scientific disciplines. This new edition of the bestselling Randomi...
Bootstrapping<i>p</i>Values and Power in the First-Order Autoregression: A Monte Carlo Investigation
The small-sample behavior of the bootstrap is investigated as a method for estimating p values and power in the stationary first-order autoregressive model. Monte Carlo methods ...
One-Step Huber Estimates in the Linear Model
Abstract Simple "one-step" versions of Huber's (M) estimates for the linear model are introduced. Some relevant Monte Carlo results obtained in the Princeton project [1] are sin...
Monte Carlo Experiments: Design and Implementation
Abstract The use of Monte Carlo simulations for the empirical assessment of statistical estimators is becoming more common in structural equation modeling research. Yet, there i...
Publication Info
- Year
- 2005
- Type
- book
- Citations
- 988
- Access
- Closed
External Links
Citation Metrics
988
OpenAlex
Cite This
Christian P. Robert,
George Casella
(2005).
Monte Carlo Statistical Methods (Springer Texts in Statistics).
Springer eBooks
.