A splitting scheme for control variates

DOI10.1016/0167-6377(93)90069-SzbMath0811.62027MaRDI QIDQ1319671

Athanassios N. Avramidis, James R. Wilson

Publication date: 12 April 1994

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

variance reductionexpectationsplitting schemeunbiased variance estimatorasymptotically exact confidence intervalcontrol-variate estimatorunbiased point estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Parametric inference (62F99)

Related Items (4)

Unnamed Item ⋮ Selecting the best simulated system with weighted control-variate estimators ⋮ Control variates for quasi-Monte Carlo (with comments and rejoinder) ⋮ Control variate selection for Monte Carlo integration

Cites Work

• Simulation methodology - an introduction for queueing theorists
• Control Variate Remedies
• Statistical Results on Control Variables with Application to Queueing Network Simulation
• Simulation of stochastic activity networks using path control variates
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