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On the efficiency of monte carlo methods using steady state ranked simulated samples - MaRDI portal

On the efficiency of monte carlo methods using steady state ranked simulated samples (Q4784254)

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scientific article; zbMATH DE number 1843615
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English
On the efficiency of monte carlo methods using steady state ranked simulated samples
scientific article; zbMATH DE number 1843615

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    On the efficiency of monte carlo methods using steady state ranked simulated samples (English)
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    10 December 2002
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    Crude sampling
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    antithetic sampling
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    importance sampling
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    control variate
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    uniform simulated sample
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    ranked simulated sample
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    order statistics
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    steady state ranked simulated sample
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