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 journal › Article › Scientific › peer-review

Cite this

@article{2c2cffbaf6aa4c47a4398b3978a16f10,

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

author = "L. Bauwens and C.S. Bos and {van Dijk}, H.K. and {van Oest}, R.D.",

year = "2005",

language = "English",

volume = "123",

pages = "201--225",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier BV",

number = "2",

}