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

L. Bauwens, C.S. Bos, H.K. van Dijk, R.D. van Oest

Research output: Contribution to journalArticleScientificpeer-review

13 Citations (Scopus)
Original languageEnglish
Pages (from-to)201-225
JournalJournal of Econometrics
Volume123
Issue number2
Publication statusPublished - 2005

Cite this

Bauwens, L., Bos, C. S., van Dijk, H. K., & van Oest, R. D. (2005). Adaptive radial-based direction sampling: Some flexible and robust Monte Carlo integration methods. Journal of Econometrics, 123(2), 201-225.