Control-variate selection criteria

DOI10.1002/NAV.3220390303MaRDI QIDQ3989981zbMATH OpenOpenAlexFDO

Authors James R. Wilson, Kenneth W. jun. Bauer

Publication date 28 June 1992

Published in Naval Research Logistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.3220390303

zbMATH Keywords

control-variate selection criterialinear control-variate estimation proceduresmean responsemean-square confidence-region volumemultiresponse simulations

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Probabilistic methods, stochastic differential equations (65C99)

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• Selecting control variates to estimate multiresponse simulation metamodels
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Cites work

• scientific article; zbMATH DE number 3301943 (Why is no real title available?)
• Multivariate Batch Means and Control Variates

Cited in

(8)

• Selecting control variates to estimate multiresponse simulation metamodels
• Estimation of nonlinear simulation metamodels using control variates
• Selecting the best simulated system with weighted control-variate estimators
• Estimation of Response to Selection and Utilization of Control Populations for Additional Information and Accuracy
• Estimation of Multiresponse Simulation Metamodels Using Control Variates
• Standardized routing variables: a new class of control variates
• Estimating simulation metamodels using correlated control variates
• Control-variate methods for comparison with a standard

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