On the use of quasi-Monte Carlo in bootstrap estimates

I. M. Sobol', E. E. Myshetskaya

Institute for Mathematical Modelling, Russian Academy of Sciences

Abstract: The bootstrap estimate allows to evaluate the accuracy of a single statistical experiment in certain problems, As a rule, this estimate includes a Monte Carlo computation. In this paper, a quasi-Monte Carlo algorithm is constructed whose convergence rate for certain problems increases considerably.

Received: 09.10.2003

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