Control variates for monte carlo analysis of nonlinear statistical models, II: raw moments and variances

DOI10.1080/00949658808811084MaRDI QIDQ5751815zbMATH OpenOpenAlexFDO

Authors James J. Swain, Bruce W. Schmeiser

Publication date 1988

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

Full work available at URL https://doi.org/10.1080/00949658808811084

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)

Cites work

• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
• Efficiency of Multivariate Control Variates in Monte Carlo Simulation
• On control variate estimators
• Variance Reduction Techniques for Digital Simulation

Cited in

(2)

• Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview
• Targeting Kollo skewness with random orthogonal matrix simulation

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

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