Control-variate methods for comparison with a standard

DOI10.1080/00949655.2010.499874zbMath1431.65010OpenAlexW2107522046MaRDI QIDQ5300766

Shing Chih Tsai

Publication date: 28 June 2013

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

Full work available at URL: https://doi.org/10.1080/00949655.2010.499874

zbMATH Keywords

simulationvariance reduction techniquescomparison with a standardoutput analysis

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

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Cites Work

• A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
• On Selecting a Subset Which Contains All Populations Better Than a Standard
• Control Variate Remedies
• A farewell to the use of antithetic variates in Monte Carlo simulation
• Variance reduction in queueing simulation using generalized concomitant variables
• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
• Control-variate selection criteria
• Control-Variate Models of Common Random Numbers for Multiple Comparisons with the Best
• On the Comparison of Several Experimental Categories with a Control

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