Monte Carlo Methods in Statistics
Computation
2009-09-03 v1
Abstract
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.
Keywords
Cite
@article{arxiv.0909.0389,
title = {Monte Carlo Methods in Statistics},
author = {Christian P. Robert},
journal= {arXiv preprint arXiv:0909.0389},
year = {2009}
}
Comments
Entry submitted to the International Handbook of Statistical Methods