Importance Sampling in Monte Carlo Analyses
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Publication:5728005
DOI10.1287/OPRE.9.5.603zbMATH Open0117.36905OpenAlexW2131386848MaRDI QIDQ5728005FDOQ5728005
Authors: Charles E. Clark 
Publication date: 1961
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.9.5.603
Cited In (6)
- The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
- Interval approach challenges Monte Carlo simulation
- Statistical volume element method for predicting microstructure-constitutive property relations
- Allgemeiner Bericht über Monte-Carlo-Methoden
- Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm
- Sampling efficiency in Monte Carlo analysis
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