Estimation of nonlinear simulation metamodels using control variates

DOI10.1080/00949650412331299201zbMath1108.62061OpenAlexW2128577417MaRDI QIDQ3432660

Acácio M. O. Porta Nova, M. Isabel Reis dos Santos

Publication date: 18 April 2007

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650412331299201

zbMATH Keywords

simulationnonlinear least squarescontrol variatesvariance reduction techniquesasymptotic confidence regionsminimum variance rationonlinear metamodels

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02)

Related Items (1)

Using subsystem linear regression metamodels in stochastic simulation

Cites Work

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• Efficiency of Multivariate Control Variates in Monte Carlo Simulation
• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
• Statistical Results on Control Variables with Application to Queueing Network Simulation
• Regression Metamodels for Simulation with Common Random Numbers: Comparison of Validation Tests and Confidence Intervals
• Estimation of Multiresponse Simulation Metamodels Using Control Variates
• Estimating simulation metamodels using correlated control variates
• Indirect Estimation Via L = λW

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