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

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.
Bauwens, L. ; Bos, C.S. ; van Dijk, H.K. ; van Oest, R.D. / Adaptive radial-based direction sampling : Some flexible and robust Monte Carlo integration methods. In: Journal of Econometrics. 2005 ; Vol. 123, No. 2. pp. 201-225.
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year = "2005",
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journal = "Journal of Econometrics",
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Bauwens, L, Bos, CS, van Dijk, HK & van Oest, RD 2005, 'Adaptive radial-based direction sampling: Some flexible and robust Monte Carlo integration methods', Journal of Econometrics, vol. 123, no. 2, pp. 201-225.

Adaptive radial-based direction sampling : Some flexible and robust Monte Carlo integration methods. / Bauwens, L.; Bos, C.S.; van Dijk, H.K.; van Oest, R.D.

In: Journal of Econometrics, Vol. 123, No. 2, 2005, p. 201-225.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Adaptive radial-based direction sampling

T2 - Some flexible and robust Monte Carlo integration methods

AU - Bauwens, L.

AU - Bos, C.S.

AU - van Dijk, H.K.

AU - van Oest, R.D.

PY - 2005

Y1 - 2005

M3 - Article

VL - 123

SP - 201

EP - 225

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 2

ER -