Efficient Nested Simulation for Estimating the Variance of a Conditional Expectation

DOI10.1287/opre.1110.0932zbMath1234.62017OpenAlexW2090492278MaRDI QIDQ2879496

Yunpeng Sun, Jeremy Staum, Daniel W. Apley

Publication date: 26 March 2012

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

Full work available at URL: https://semanticscholar.org/paper/cd03bc2a443aab087dd3add7fb1aaf3715f04639

zbMATH Keywords

ANOVAvariance componentsanalysis of variance

Mathematics Subject Classification ID

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