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Resampling inference through quasi-Monte Carlo

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Author Info
Stanislav Kolenikov () (University of Missouri, Columbia)

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Abstract

This presentation will review quasi-Monte Carlo methods (Halton sequences) and their applications in resampling inference. The two major applications are the bootstrap procedures where QMC methods allow to achieve stability close to that of the balanced bootstrap, and the complex survey variance estimation where QMC methods allow to create approximately balanced resampling designs thus providing a compromise between the BRR and regular bootstrap.

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Paper provided by Stata Users Group in its series North American Stata Users' Group Meetings 2007 with number 11.

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Date of creation: 15 Aug 2007
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Handle: RePEc:boc:asug07:11

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