Jackknifing under a Budget Constraint
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Publication:4030923
DOI10.1287/ijoc.4.3.226zbMath0778.62027MaRDI QIDQ4030923
Peter W. Glynn, Philip Heidelberger
Publication date: 1 April 1993
Published in: ORSA Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.4.3.226
simulation; budget constraint; jackknifed estimator; bias reducing; nonlinear function of sample means
62F10: Point estimation
62F30: Parametric inference under constraints
65C05: Monte Carlo methods
65C99: Probabilistic methods, stochastic differential equations