Estimating simulation metamodels using correlated control variates

DOI10.1080/03610919508813231MaRDI QIDQ4861312zbMATH OpenOpenAlexFDO

Authors Neng-Hui Shih, Wheyming Tina Song

Publication date 14 January 1996

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919508813231

Mathematics Subject Classification ID

Applications of statistics (62P99) Random number generation in numerical analysis (65C10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cites work

• Control-variate selection criteria
• Estimation of Multiresponse Simulation Metamodels Using Control Variates
• Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3495530 (Why is no real title available?)
• On a tandem queueing model with identical service times at both counters, I
• Selecting control variates to estimate multiresponse simulation metamodels
• Some Guidelines and Guarantees for Common Random Numbers
• Validation of Simulation Analysis Methods for the Schruben-Margolin Correlation-Induction Strategy
• Variance reduction in queueing simulation using generalized concomitant variables

Cited in

(1)

• Estimation of nonlinear simulation metamodels using control variates

This page was built for publication: Estimating simulation metamodels using correlated control variates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4861312)