Variance Reduction Techniques for Monte Carlo Sampling from Student Distributions

DOI10.2307/1267199MaRDI QIDQ5605563zbMATH OpenOpenAlexFDO

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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