Control variates for monte carlo analysis of nonlinear statistical models, II: raw moments and variances (Q5751815): Difference between revisions

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scientific article; zbMATH DE number 4186955

Language	Label	Description	Also known as
English	Control variates for monte carlo analysis of nonlinear statistical models, II: raw moments and variances	scientific article; zbMATH DE number 4186955

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instance of

scholarly article

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title

Control variates for monte carlo analysis of nonlinear statistical models, II: raw moments and variances (English)

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Journal of Statistical Computation and Simulation

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publication date

1988

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describes a project that uses

IMSL Numerical Libraries

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00949658808811084

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cites work

A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations

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On control variate estimators

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Efficiency of Multivariate Control Variates in Monte Carlo Simulation

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Variance Reduction Techniques for Digital Simulation

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Identifiers

zbMATH Open document ID

0719.62510

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DOI

10.1080/00949658808811084

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:5751815

@@ Property / author @@
+Bruce W. Schmeiser
@@ Property / author: Bruce W. Schmeiser / rank @@
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+IMSL Numerical Libraries
@@ Property / describes a project that uses: IMSL Numerical Libraries / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/00949658808811084
+Normal rank
@@ Property / OpenAlex ID @@
+W2034022840
@@ Property / OpenAlex ID: W2034022840 / rank @@
+Normal rank
@@ Property / cites work @@
+A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
+Normal rank
@@ Property / cites work @@
+On control variate estimators
@@ Property / cites work: On control variate estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Efficiency of Multivariate Control Variates in Monte Carlo Simulation
+Normal rank
@@ Property / cites work @@
+Variance Reduction Techniques for Digital Simulation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5751815