The optimal linear combination of control variates in the presence of asymptotically negligible bias

DOI<link itemprop=identifier href="https://doi.org/10.1002/1520-6750(198910)36:5<683::AID-NAV3220360512>3.0.CO;2-L" /><683::AID-NAV3220360512>3.0.CO;2-L 10.1002/1520-6750(198910)36:5<683::AID-NAV3220360512>3.0.CO;2-LzbMath0677.60110OpenAlexW1975638996MaRDI QIDQ3833405

Donald L. Iglehart, Peter W. Glynn

Publication date: 1989

Full work available at URL: https://doi.org/10.1002/1520-6750(198910)36:5<683::aid-nav3220360512>3.0.co;2-l

zbMATH Keywords

degradationcontrol variatesmultiple estimatesasymptotically negligible biasoptimal asymptotic linear controloptimal small-sample controlsmall-sample linear controlsteady-state estimation

Mathematics Subject Classification ID

Special processes (60K99) Optimal stochastic control (93E20)

Related Items (2)

IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS ⋮ On the Linear Combination of Laplace and Logistic Random Variables

Cites Work

• Unnamed Item
• Efficiency of Multivariate Control Variates in Monte Carlo Simulation
• Linear Statistical Inference and its Applications

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