Monte Carlo power comparison of seven most commonly used heteroscedasticity tests.
Stanislaus S. UyantoPublished in: Commun. Stat. Simul. Comput. (2022)
Keyphrases
- monte carlo
- monte carlo simulation
- markov chain
- importance sampling
- monte carlo methods
- simulation study
- markovian decision
- confidence intervals
- matrix inversion
- monte carlo tree search
- global illumination
- stochastic approximation
- monte carlo method
- point processes
- markov chain monte carlo
- particle filter
- temporal difference
- active learning
- graphical models