| dc.contributor.author | Díaz-Emparanza Herrero, Ignacio  | |
| dc.date.accessioned | 2011-11-17T14:21:50Z | |
| dc.date.available | 2011-11-17T14:21:50Z | |
| dc.date.issued | 2002 | |
| dc.identifier.citation | Statistical Papers 43(4) : 567-577 (2002) | es |
| dc.identifier.issn | 0932-5026 | |
| dc.identifier.issn | 1613-9798 | |
| dc.identifier.uri | http://hdl.handle.net/10810/4963 | |
| dc.description.abstract | In this paper we study the relationship between the number of
replications and the accuracy of the estimated quantiles of a distribution
obtained by simulation. A method for testing hypotheses on the quantiles
of a theoretical distribution using the simulated distribution is proposed, as
well as a method to check the hypothesis of consistency of a test. | es |
| dc.description.sponsorship | Ministerio de Educación,PB96-1469-C05-01, Universidad del País Vasco UPV-038.321-G55/98, y Gobierno Vasco, PI9970 | es |
| dc.language.iso | eng | es |
| dc.publisher | Springer | es |
| dc.relation | info:eu-repo/grantAgreement/MEC/PB96-1469-C05-01 | |
| dc.rights | info:eu-repo/semantics/openAccess | es |
| dc.subject | Monte Carlo | es |
| dc.subject | replications | es |
| dc.subject | accuracy | es |
| dc.title | Is a Small Monte Carlo Analysis a Good Analysis? Checking the Size, Power and Consistency of a Simulation-Based Test | es |
| dc.type | info:eu-repo/semantics/article | es |
| dc.rights.holder | (c)2002, Springer | es |
| dc.relation.publisherversion | http://www.springerlink.com/content/781dptu82g76md7p/ | es |
| dc.identifier.doi | 10.1007/s00362-002-0124-9 | |
| dc.departamentoes | Economía aplicada III (Econometría y Estadística) | es_ES |
| dc.departamentoeu | Ekonomia aplikatua III (ekonometria eta estatistika) | es_ES |
| dc.subject.categoria | STATISTICS AND PROBABILITY | |
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