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

J.P.C. Kleijnen

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

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Professional

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Original language	English
Title of host publication	Bootstrapping and related techniques
Subtitle of host publication	Proceedings of an international conference held in Trier, FRG, June 4-8, 1990
Editors	K.-H. Jöckel, G. Rothe, W. Sendler
Place of Publication	Berlin
Publisher	Springer Verlag
Pages	234-245
Number of pages	12
ISBN (Print)	3540550038
Publication status	Published - 1992
Externally published	Yes

Publication series

Name	Lecture notes in economics and mathematical systems
Number	376

Access to Document

Kleijnen proceedings 1990

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.

Kleijnen, J.P.C. / Supercomputers for Monte Carlo simulation : Cross-validation versus Rao's test in multivariate regression. Bootstrapping and related techniques: Proceedings of an international conference held in Trier, FRG, June 4-8, 1990. editor / K.-H. Jöckel ; G. Rothe ; W. Sendler. Berlin : Springer Verlag, 1992. pp. 234-245 (Lecture notes in economics and mathematical systems; 376).

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Kleijnen, JPC 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. Lecture notes in economics and mathematical systems, no. 376, Springer Verlag, Berlin, pp. 234-245.

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

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Professional

TY - GEN

T1 - Supercomputers for Monte Carlo simulation

T2 - Cross-validation versus Rao's test in multivariate regression

AU - Kleijnen, J.P.C.

N1 - Pagination: 12

PY - 1992

Y1 - 1992

M3 - Conference contribution

SN - 3540550038

T3 - Lecture notes in economics and mathematical systems

SP - 234

EP - 245

BT - Bootstrapping and related techniques

A2 - Jöckel, K.-H.

A2 - Rothe, G.

A2 - Sendler, W.

PB - Springer Verlag

CY - Berlin

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Kleijnen JPC. Supercomputers for Monte Carlo simulation: Cross-validation versus Rao's test in multivariate regression. In Jöckel KH, Rothe G, Sendler W, editors, Bootstrapping and related techniques: Proceedings of an international conference held in Trier, FRG, June 4-8, 1990. Berlin: Springer Verlag. 1992. p. 234-245. (Lecture notes in economics and mathematical systems; 376).