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Monte Carlo Methods in Statistics

Robert, Christian P. (2011), Monte Carlo Methods in Statistics, in Lovric, Miodrag, International Encyclopedia of Statistical Science, Springer : Berlin, p. 854-858. http://dx.doi.org/10.1007/978-3-642-04898-2_376

Type
Chapitre d'ouvrage
External document link
http://arxiv.org/abs/0909.0389v1
Date
2011
Book title
International Encyclopedia of Statistical Science
Book author
Lovric, Miodrag
Publisher
Springer
Published in
Berlin
ISBN
978-3-642-04897-5
Number of pages
1673
Pages
854-858
Publication identifier
Metadata
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Author(s)
Robert, Christian P.
Abstract (EN)
Monte Carlo methods are now an essential part of the statistician's toolbox, to the point of being more familiar to graduate students than the measure theoretic notions upon which they are based! We recall in this note some of the advances made in the design of Monte Carlo techniques towards their use in Statistics, referring to Robert and Casella (2004,2010) for an in-depth coverage.
Subjects / Keywords
Monte Carlo methods
JEL
C15 - Statistical Simulation Methods: General