On control variate estimators (Q1093609)
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scientific article; zbMATH DE number 4023167
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| default for all languages | No label defined |
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| English | On control variate estimators |
scientific article; zbMATH DE number 4023167 |
Statements
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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0.8593788146972656
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0.846653938293457
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0.8396030068397522
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0.8296480178833008
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