Derandomizing variance estimators

DOI10.1287/OPRE.47.6.907MaRDI QIDQ2770130zbMATH OpenOpenAlexFDO

Authors Shane G. Henderson, Peter W. Glynn

Publication date 7 February 2002

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/0b27e898c0d1f4318a82f531705997c070ddc2a8

zbMATH Keywords

discrete-event simulationrandomization

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(2)

• On the Variance of the Hazard Estimator in Simulation
• Variance reducing modifications for estimators of standardized moments of random sets

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