Multivariate state space approach to variance reduction in series with level and variance breaks due to survey redesigns
نویسندگان
چکیده
منابع مشابه
Chapter 10: A Hilbert Space Approach To Variance Reduction
In this chapter we explain variance reduction techniques from the Hilbert space standpoint, in the terminating simulation context. We use projection ideas to explain how variance is reduced, and to link different variance reduction techniques. Our focus is on the methods of control variates, conditional Monte Carlo, weighted Monte Carlo, stratification, and Latin hypercube sampling.
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series A (Statistics in Society)
سال: 2015
ISSN: 0964-1998
DOI: 10.1111/rssa.12117