Estimating simulation metamodels using correlated control variates

DOI10.1080/03610919508813231zbMath0850.62931OpenAlexW2011615419MaRDI QIDQ4861312

Neng-Hui Shih, Wheyming Tina Song

Publication date: 14 January 1996

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

Full work available at URL: https://doi.org/10.1080/03610919508813231

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications of statistics (62P99) Random number generation in numerical analysis (65C10)

Related Items

Estimation of nonlinear simulation metamodels using control variates

Cites Work

• Unnamed Item
• Unnamed Item
• Selecting control variates to estimate multiresponse simulation metamodels
• Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables
• Variance reduction in queueing simulation using generalized concomitant variables
• Control-variate selection criteria
• Validation of Simulation Analysis Methods for the Schruben-Margolin Correlation-Induction Strategy
• Some Guidelines and Guarantees for Common Random Numbers
• On a tandem queueing model with identical service times at both counters, I
• Estimation of Multiresponse Simulation Metamodels Using Control Variates