Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview

DOI10.1080/03610918908812804zbMath0695.62150OpenAlexW2010811768MaRDI QIDQ3471493

James J. Swain, Bruce W. Schmeiser

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812804

zbMATH Keywords

Monte Carlo simulationvariance reductionnonlinear estimationswindle

Mathematics Subject Classification ID

General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items (1)

Time-dependent queueing network approximations as simulation external control variates

Cites Work

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• Nonlinear Regression
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• The Behaviour of Estimators of the Parameters of Various Yield-Density Relationships
• Variance Reduction Techniques for Monte Carlo Sampling from Student Distributions
• Control variates for monte carlo analysis of nonlinear statistical models, II: raw moments and variances
• Are There Two Regressions?

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