Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods

Research output: Contribution to journal › Article › Academic › peer-review

18 Citations (Scopus)

Research programs

@article{d0de033c8c534786a28d881c288b7eb6,

title = "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods",

author = "L Bauwens and Bos, \{CS (Charles)\} and \{van Dijk\}, Herman and \{van Oest\}, \{RD (Rutger)\}",

year = "2004",

doi = "10.1016/j.jeconom.2003.12.002",

language = "Undefined/Unknown",

volume = "123",

pages = "201--225",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods

AU - Bauwens, L

AU - Bos, CS (Charles)

AU - van Dijk, Herman

AU - van Oest, RD (Rutger)

PY - 2004

Y1 - 2004

U2 - 10.1016/j.jeconom.2003.12.002

DO - 10.1016/j.jeconom.2003.12.002

M3 - Article

SN - 0304-4076

VL - 123

SP - 201

EP - 225

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 2

ER -