Multivariate Batch Means and Control Variates

DOI10.1287/MNSC.38.10.1415zbMath0753.62035OpenAlexW2117434338MaRDI QIDQ4022909

Wei-Ning Yang, Barry L. Nelson

Publication date: 17 January 1993

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.38.10.1415

zbMATH Keywords

interval estimatorscontrol-variate variance-reduction techniquenonoverlapping batch means output analysis methodsteady-state multivariate mean vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Probabilistic methods, stochastic differential equations (65C99)

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Control-variate selection criteria ⋮ On generating multivariate Poisson data in management science applications

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