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

DOI10.1080/00949658808811084zbMATH Open0719.62510OpenAlexW2034022840MaRDI QIDQ5751815FDOQ5751815

Bruce W. Schmeiser, James J. Swain

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
• Variance Reduction Techniques for Digital Simulation
• On control variate estimators

Cited In (2)

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

Uses Software

• IMSL Numerical Libraries

This page was built for publication: Control variates for monte carlo analysis of nonlinear statistical models, II: raw moments and variances

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5751815)