On control variate estimators (Q1093609): Difference between revisions
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Revision as of 18:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On control variate estimators |
scientific article |
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On control variate estimators (English)
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1987
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The use of different nonlinear control variates when special aspects of the simulation experiment make them advantageous is proposed. A class of estimators that contains new control variates that have advantages over known control variates in special situations is defined. The properties of this class of estimators are investigated. Two examples along with some preliminary results are given.
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variance reduction
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nonlinear control variates
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simulation
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estimators
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