Methods of reducing sample size in Monte Carlo computations

DOI10.1287/OPRE.1.5.263zbMATH Open1414.90373OpenAlexW2063471322WikidataQ59487550 ScholiaQ59487550MaRDI QIDQ5378605FDOQ5378605

Authors:

Publication date: 3 June 2019

Published in: Journal of the Operations Research Society of America (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.1.5.263

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Sampling theory, sample surveys (62D05) Applications of mathematical programming (90C90)

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