Multivariate Batch Means and Control Variates

DOI10.1287/MNSC.38.10.1415zbMATH Open0753.62035OpenAlexW2117434338MaRDI QIDQ4022909FDOQ4022909

Wei-Ning Yang, Barry L. Nelson

Publication date: 17 January 1993

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.38.10.1415

Recommendations

• A multilevel approach to control variates
• Multivariate Bayesian Control Chart
• Estimating the asymptotic variance with batch means
• Multivariate statistical control for autocorrelated variables
• scientific article; zbMATH DE number 1984172
• Multivariate control charts for monitoring the mean vector and covariance matrix with variable sampling intervals
• Multivariate CUSUM Quality-Control Procedures
• Multivariate multiple comparisons with a control in elliptical populations
• Comparing several variances with a control in direction-mixed families of hypotheses
• Control-Variate Models of Common Random Numbers for Multiple Comparisons with the Best

zbMATH Keywords

interval estimatorscontrol-variate variance-reduction techniquenonoverlapping batch means output analysis methodsteady-state multivariate mean vector

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Estimation in multivariate analysis (62H12)

Cited In (4)

• Control-variate selection criteria
• On generating multivariate Poisson data in management science applications
• Batch size effects on the efficiency of control variates in simulation
• Multivariate Simulation Output Analysis

This page was built for publication: Multivariate Batch Means and Control Variates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4022909)