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Monte Carlo Statistical Methods

Hoon Kim; Christian P. Robert; George Casella · Technometrics · 2000

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Author / responsible party
Hoon Kim; Christian P. Robert; George Casella
Publisher
Technometrics
Year
2000
Language
English

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Douc pointed out typos and mistakes in the French version, but should not be held responsible for those remaining!Part of Chapter 8 has a lot of common with a "reviewww" written by Christian Robert with Chantal Guihenneuc-Jouyaux and Kerrie Mengersen for the Valencia Bayesian meeting (and the Internet!).The input of the French working group "MC Cube," whose focus is on convergence diagnostics, can also be felt in several places of this book.Wally Gilks and David Spiegelhalter granted us permission to use their graph (Figure 2.3.1) and examples as Problems 7.44-7.55,for which we are grateful.Agostino Nobile kindly provided the data on which Figures 7.3.2and 7.3.2are based.Finally, Arnoldo Frigessi (from Roma) made the daring move of teaching (in English) from the French version in Olso, Norway

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APA 7

Kim, H, Robert, C. P, & Casella, G. (2000). Monte Carlo Statistical Methods. https://doi.org/10.2307/1270959

MLA

Kim, Hoon, et al. "Monte Carlo Statistical Methods." 2000. https://doi.org/10.2307/1270959.

Chicago

Kim, Hoon, Christian P. Robert, and George Casella. 2000. "Monte Carlo Statistical Methods.". https://doi.org/10.2307/1270959.

Harvard

Kim, H, Robert, C. P. and Casella, G. 2000, Monte Carlo Statistical Methods, Technometrics, available at: https://doi.org/10.2307/1270959 [Accessed 9 Aug. 2026].

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Resource details

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Title
Monte Carlo Statistical Methods
Author / contributors
Hoon Kim; Christian P. Robert; George Casella
Publisher
Technometrics
Publication year
2000
Language
English

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Monte Carlo method; Computer science; Econometrics; Statistics; Statistical physics; Mathematics; Physics
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