Supercomputers for Monte Carlo simulation: Cross-validation versus Rao's test in multivariate regression

Research output: Chapter in Book/Report/Conference proceedingConference contributionProfessional

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Original languageEnglish
Title of host publicationBootstrapping and related techniques
Subtitle of host publicationProceedings of an international conference held in Trier, FRG, June 4-8, 1990
EditorsK.-H. Jöckel, G. Rothe, W. Sendler
Place of PublicationBerlin
PublisherSpringer Verlag
Pages234-245
Number of pages12
ISBN (Print)3540550038
Publication statusPublished - 1992
Externally publishedYes

Publication series

NameLecture notes in economics and mathematical systems
Number376

Cite this

Kleijnen, J. P. C. (1992). Supercomputers for Monte Carlo simulation: Cross-validation versus Rao's test in multivariate regression. In K-H. Jöckel, G. Rothe, & W. Sendler (Eds.), Bootstrapping and related techniques: Proceedings of an international conference held in Trier, FRG, June 4-8, 1990 (pp. 234-245). (Lecture notes in economics and mathematical systems; No. 376). Springer Verlag.