Regression Estimation in Simulation

DOI10.2307/2581284MaRDI QIDQ3886697zbMATH OpenOpenAlexFDO

Authors A. C. M. Hopmans, Jack P. C. Kleijnen

Publication date 1980

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2581284

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Survival analysis and censored data (62N99) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cited in

(2)

• A cross-estimation technique for using control variables in stochastic simulations
• Using martingales to make stochastic simulations more precise

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