Control-variate selection criteria

DOI10.1002/NAV.3220390303zbMath0744.62044OpenAlexW1994306498MaRDI QIDQ3989981

James R. Wilson, Kenneth W. jun. Bauer

Publication date: 28 June 1992

Published in: Naval Research Logistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.3220390303

zbMATH Keywords

mean responsecontrol-variate selection criterialinear control-variate estimation proceduresmean-square confidence-region volumemultiresponse simulations

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Control-variate methods for comparison with a standard ⋮ Standardized routing variables: a new class of control variates ⋮ Estimating simulation metamodels using correlated control variates ⋮ Selecting the best simulated system with weighted control-variate estimators ⋮ Selecting control variates to estimate multiresponse simulation metamodels

Cites Work

• Unnamed Item
• Multivariate Batch Means and Control Variates

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