Variance Reduction Techniques for Monte Carlo Sampling from Student Distributions

DOI10.2307/1267199zbMATH Open0205.46801OpenAlexW4240438024MaRDI QIDQ5605563FDOQ5605563

Authors: Daniel A. Relles 

Publication date: 1970

Full work available at URL: https://doi.org/10.2307/1267199

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited In (3)

• Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview
• Adaptive choice of trimming proportions
• The Monte Carlo method

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