Processing simulation output by riemann sums

Journal of Statistical Computation and Simulation

Volumn 59, Issue 4, 1997, Pages 295-314

  Philippe, Anne ^a  

^a UNIVERSITÉ DE ROUEN   (France)

Author keywords

Monte Carlo methods; Order statistics; Riemann integration

Indexed keywords

EID: 0031326240     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659708811863     Document Type: Article

References (10)

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4. Geyer, C. J. (1992) Practical Monte Carlo Markove Chain. Statist. Sceince, 7, 473-511.
5. Philippe, A. (1996) Processing simulation output by Riemann sums. Technical Report # 02, Université de Rouen.
6. Ripley, B. (1987) Stochastic Simulation J. Wiley, New York.
7. Rubinstein, B. (1981) Simulation and the Monte Carlo Method. J. Wiley, New York.
8. Tanner, M. (1993) Tools for Statistical Inference :Observed Data and Data Augmentation Methods Lecture Notes in Statistics, 67, Springer-Verlag, New-York.
9. Tierney, L. (1994) Markov Chains for exploring posterior distribution. Ann. Statist. 22(4), 1701-1762.
10. Yakowitz, S., Krimmel, J. E. and Szidorovszky, F. (1978) Weighted Monte Carlo integration. SIAM J. Numer. Anal., 15(6), 1289-1300.