Variance Reduction Using Nonlinear Controls and Transformations

DOI10.1080/03610918908812783zbMath0695.62151OpenAlexW1968502551MaRDI QIDQ3471495

Peter A. W. Lewis, R. Kevin Wood, Richard L. Ressler

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/03610918908812783

zbMATH Keywords

correlationtransformationsvariance reductionACEleast-squares regressionnonlinear controls

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items (1)

Variance reduction for quantile estimates in simulations via nonlinear controls

Cites Work

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• Estimating Optimal Transformations for Multiple Regression and Correlation
• Efficiency of Multivariate Control Variates in Monte Carlo Simulation
• Regenerative Simulation with Internal Controls
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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