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A cross-estimation technique for using control variables in stochastic simulations - MaRDI portal

A cross-estimation technique for using control variables in stochastic simulations (Q1120938)

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scientific article; zbMATH DE number 4102323
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English
A cross-estimation technique for using control variables in stochastic simulations
scientific article; zbMATH DE number 4102323

    Statements

    A cross-estimation technique for using control variables in stochastic simulations (English)
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    1989
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    variance reduction
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    control variables
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    efficiency of stochastic simulations
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    cross-estimation
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