Second derivative estimation using harmonic analysis (Q1805492)
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scientific article; zbMATH DE number 756412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second derivative estimation using harmonic analysis |
scientific article; zbMATH DE number 756412 |
Statements
Second derivative estimation using harmonic analysis (English)
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18 May 1995
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Hessian estimators
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simulation optimization
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simulation sensitivity analysis
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optimal mean squared error convergence rates
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gradient estimators
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second derivative estimators
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HFD estimators
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harmonic gradient estimators
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finite differences second derivative estimators
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harmonic analysis
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bias
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variance
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variance reduction
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