On control variate estimators (Q1093609)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On control variate estimators |
scientific article |
Statements
On control variate estimators (English)
0 references
1987
0 references
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.
0 references
variance reduction
0 references
nonlinear control variates
0 references
simulation
0 references
estimators
0 references
0 references
0 references
