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The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis - MaRDI portal

The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis (Q1719643)

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scientific article; zbMATH DE number 7020253
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The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis
scientific article; zbMATH DE number 7020253

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    The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis (English)
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    11 February 2019
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    simulation
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    the variance of the sample mean
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    implementable Song rule
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    smallest-batch-sizes linear combination
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