On control variate estimators
type: Item
instance of: scholarly article
title: On control variate estimators
zbMATH Open document ID: 0628.93063
DOI: 10.1016/0305-0548(87)90024-4
author: Barry L. Nelson
published in: Computers \& Operations Research
publication date: 1987-01-01T00:00:00Z
review text: The use of different nonlinear control variates when special aspects of the simulation experiment make them advantageous is proposed. A class of estimators that contains new control variates that have advantages over known control variates in special situations is defined. The properties of this class of estimators are investigated. Two examples along with some preliminary results are given.
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 62J10
Mathematics Subject Classification ID: 62N99
zbMATH DE Number: 4023167
zbMATH Keywords: variance reduction
zbMATH Keywords: nonlinear control variates
zbMATH Keywords: simulation
zbMATH Keywords: estimators
MaRDI profile type: Publication
full work available at URL: 0305-0548(87)90024-4
OpenAlex ID: W2080849723
cites work: Variance Reduction Techniques for Digital Simulation
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description: scientific article; zbMATH DE number 4023167