{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,5]],"date-time":"2026-03-05T20:36:21Z","timestamp":1772742981489,"version":"3.50.1"},"reference-count":23,"publisher":"Springer Science and Business Media LLC","issue":"4","license":[{"start":{"date-parts":[[2013,8,21]],"date-time":"2013-08-21T00:00:00Z","timestamp":1377043200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Stat Comput"],"published-print":{"date-parts":[[2014,7]]},"DOI":"10.1007\/s11222-013-9409-1","type":"journal-article","created":{"date-parts":[[2013,8,20]],"date-time":"2013-08-20T07:05:53Z","timestamp":1376982353000},"page":"663-673","source":"Crossref","is-referenced-by-count":5,"title":["Computing highly accurate confidence limits from discrete data using importance sampling"],"prefix":"10.1007","volume":"24","author":[{"given":"Chris J.","family":"Lloyd","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Degui","family":"Li","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2013,8,21]]},"reference":[{"key":"9409_CR1","first-page":"11","volume":"5","author":"V.M. Aleksandrov","year":"1968","unstructured":"Aleksandrov, V.M., Sysoyev, V.I., Shemeneva, V.V.: Stochastic optimization. Eng. Cybern. 5, 11\u201316 (1968)","journal-title":"Eng. Cybern."},{"key":"9409_CR2","doi-asserted-by":"crossref","first-page":"159","DOI":"10.1111\/1467-9868.00169","volume":"61","author":"J. Carpenter","year":"1999","unstructured":"Carpenter, J.: Test inversion bootstrap confidence intervals. J. R. Stat. Soc. B 61, 159\u2013172 (1999)","journal-title":"J. R. Stat. Soc. B"},{"key":"9409_CR3","doi-asserted-by":"crossref","first-page":"463","DOI":"10.1214\/aoms\/1177728716","volume":"25","author":"K.L. Chung","year":"1954","unstructured":"Chung, K.L.: On a stochastic approximation method. Ann. Math. Stat. 25, 463\u2013483 (1954)","journal-title":"Ann. Math. Stat."},{"key":"9409_CR4","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511802843","volume-title":"Bootstrap Methods and Their Application","author":"A.C. Davison","year":"1997","unstructured":"Davison, A.C., Hinkley, D.V.: Bootstrap Methods and Their Application. Cambridge University Press, Cambridge (1997)"},{"key":"9409_CR5","doi-asserted-by":"crossref","first-page":"159","DOI":"10.2307\/2347625","volume":"41","author":"P.H. Garthwaite","year":"1992","unstructured":"Garthwaite, P.H., Buckland, S.T.: Generating Monte Carlo confidence intervals by the Robbins Monro process. Appl. Stat. 41, 159\u2013171 (1992)","journal-title":"Appl. Stat."},{"key":"9409_CR6","doi-asserted-by":"crossref","first-page":"184","DOI":"10.1198\/jcgs.2009.0011","volume":"18","author":"P.H. Garthwaite","year":"2009","unstructured":"Garthwaite, P.H., Jones, M.C.: A stochastic approximation method and its application to confidence intervals. J. Comput. Graph. Stat. 18, 184\u2013200 (2009)","journal-title":"J. Comput. Graph. Stat."},{"key":"9409_CR7","doi-asserted-by":"crossref","first-page":"1317","DOI":"10.2307\/1913710","volume":"57","author":"J. Geweke","year":"1989","unstructured":"Geweke, J.: Bayesian inference in econometric models using Monte Carlo integration. Econometrica 57, 1317\u20131339 (1989)","journal-title":"Econometrica"},{"key":"9409_CR8","doi-asserted-by":"crossref","first-page":"231","DOI":"10.1016\/j.ijforecast.2010.01.007","volume":"26","author":"L.F. Hoogerheide","year":"2010","unstructured":"Hoogerheide, L.F., van Dijk, H.K.: Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling. Int. J. Forecast. 26, 231\u2013247 (2010)","journal-title":"Int. J. Forecast."},{"key":"9409_CR9","doi-asserted-by":"crossref","first-page":"205","DOI":"10.1111\/j.1467-842X.1993.tb01326.x","volume":"35","author":"P.V. Kabaila","year":"1993","unstructured":"Kabaila, P.V.: Some properties of profile bootstrap confidence intervals. Aust. J. Stat. 35, 205\u2013214 (1993)","journal-title":"Aust. J. Stat."},{"key":"9409_CR10","doi-asserted-by":"crossref","first-page":"67","DOI":"10.1111\/1467-842X.00108","volume":"42","author":"P.V. Kabaila","year":"2001","unstructured":"Kabaila, P.V., Lloyd, C.J.: Profile upper confidence limits for discrete data. Aust. N. Z. J. Stat. 42, 67\u201380 (2001)","journal-title":"Aust. N. Z. J. Stat."},{"key":"9409_CR11","doi-asserted-by":"crossref","first-page":"3145","DOI":"10.1016\/j.jspi.2004.11.011","volume":"136","author":"P.V. Kabaila","year":"2006","unstructured":"Kabaila, P.V., Lloyd, C.J.: Improved Buehler limits based on refined designated statistics. J. Stat. Plan. Inference 136, 3145\u20133155 (2006)","journal-title":"J. Stat. Plan. Inference"},{"key":"9409_CR12","doi-asserted-by":"crossref","first-page":"386","DOI":"10.1214\/aoms\/1177728795","volume":"25","author":"G. Kallianpur","year":"1954","unstructured":"Kallianpur, G.: A note on the Robbins-Monro stochastic approximation method. Ann. Math. Stat. 25, 386\u2013388 (1954)","journal-title":"Ann. Math. Stat."},{"key":"9409_CR13","first-page":"263","volume":"1","author":"H. Kahn","year":"1953","unstructured":"Kahn, H., Marshall, A.: Methods of reducing sample size in Monte Carlo computations. J. Oper. Res. Soc. Am. 1, 263\u2013278 (1953)","journal-title":"J. Oper. Res. Soc. Am."},{"key":"9409_CR14","doi-asserted-by":"crossref","DOI":"10.1002\/9781118014967","volume-title":"Handbook of Monte Carlo Methods","author":"D.P. Kroese","year":"2011","unstructured":"Kroese, D.P., Taimre, T., Botev, Z.I.: Handbook of Monte Carlo Methods. Wiley, New York (2011)"},{"key":"9409_CR15","unstructured":"Lloyd, C.J.: Computing highly accurate confidence limits from discrete data using importance sampling. MBS working paper (2011). works.bepress.com\/chris_lloyd\/23\/"},{"key":"9409_CR16","doi-asserted-by":"crossref","first-page":"135","DOI":"10.1080\/01621459.2000.10473909","volume":"95","author":"A. Owen","year":"2000","unstructured":"Owen, A., Zhou, Y.: Safe and effective importance sampling. J. Am. Stat. Assoc. 95, 135\u2013143 (2000)","journal-title":"J. Am. Stat. Assoc."},{"key":"9409_CR17","doi-asserted-by":"crossref","first-page":"838","DOI":"10.1137\/0330046","volume":"30","author":"B.T. Polyak","year":"1992","unstructured":"Polyak, B.T., Juditsky, A.B.: Acceleration of stochastic approximation by averaging. SIAM J. Control Optim. 30, 838\u2013855 (1992)","journal-title":"SIAM J. Control Optim."},{"key":"9409_CR18","doi-asserted-by":"crossref","first-page":"400","DOI":"10.1214\/aoms\/1177729586","volume":"22","author":"H. Robbins","year":"1951","unstructured":"Robbins, H., Monro, S.: A stochastic approximation method. Ann. Math. Stat. 22, 400\u2013407 (1951)","journal-title":"Ann. Math. Stat."},{"key":"9409_CR19","doi-asserted-by":"crossref","first-page":"236","DOI":"10.1214\/aos\/1176346589","volume":"13","author":"D. Ruppert","year":"1985","unstructured":"Ruppert, D.: A Newton-Raphson version of the multivariate Robbins-Monro procedure. Ann. Stat. 13, 236\u2013245 (1985)","journal-title":"Ann. Stat."},{"key":"9409_CR20","first-page":"503","volume-title":"Handbook of Sequential Analysis","author":"D. Ruppert","year":"1991","unstructured":"Ruppert, D.: Stochastic approximation. In: Ghosh, B.K., Sen, P.K. (eds.) Handbook of Sequential Analysis, pp. 503\u2013529. Marcel Dekker, New York (1991)"},{"key":"9409_CR21","doi-asserted-by":"crossref","first-page":"579","DOI":"10.1109\/18.54903","volume":"36","author":"J.S. Sadowsky","year":"1990","unstructured":"Sadowsky, J.S., Bucklew, J.A.: On large deviations theory and asymptotically efficient Monte Carlo estimation. IEEE Trans. Inf. Theory 36, 579\u2013588 (1990)","journal-title":"IEEE Trans. Inf. Theory"},{"key":"9409_CR22","doi-asserted-by":"crossref","first-page":"597","DOI":"10.1109\/49.585771","volume":"15","author":"P.J. Smith","year":"1997","unstructured":"Smith, P.J., Shafi, M., Gao, H.: Quick simulation: a review of importance sampling techniques in communications systems. IEEE J. Sel. Areas Commun. 15, 597\u2013612 (1997)","journal-title":"IEEE J. Sel. Areas Commun."},{"key":"9409_CR23","first-page":"75","volume":"35","author":"H.I. Weisberg","year":"1998","unstructured":"Weisberg, H.I., Derrig, R.A.: Quantitative methods for detecting fraudulent automobile bodily injury claims. Risques 35, 75\u201399 (1998)","journal-title":"Risques"}],"container-title":["Statistics and Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-013-9409-1.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11222-013-9409-1\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-013-9409-1","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,1]],"date-time":"2019-06-01T10:17:28Z","timestamp":1559384248000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11222-013-9409-1"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,8,21]]},"references-count":23,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2014,7]]}},"alternative-id":["9409"],"URL":"https:\/\/doi.org\/10.1007\/s11222-013-9409-1","relation":{},"ISSN":["0960-3174","1573-1375"],"issn-type":[{"value":"0960-3174","type":"print"},{"value":"1573-1375","type":"electronic"}],"subject":[],"published":{"date-parts":[[2013,8,21]]}}}