Control variates for monte carlo analysis of nonlinear statistical models, II: raw moments and variances

DOI10.1080/00949658808811084zbMath0719.62510OpenAlexW2034022840MaRDI QIDQ5751815

James J. Swain, Bruce W. Schmeiser

Publication date: 1988

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658808811084

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (2)

Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview ⋮ Targeting Kollo skewness with random orthogonal matrix simulation

Uses Software

• IMSL Numerical Libraries

Cites Work

• On control variate estimators
• Variance Reduction Techniques for Digital Simulation
• Efficiency of Multivariate Control Variates in Monte Carlo Simulation
• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations

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