Regression-based methods for using control variates in Monte Carlo experiments
نویسندگان
چکیده
منابع مشابه
Control Variates Techniques for Monte Carlo Simulation
In this paper we present an overview of classical results about the variance reduction technique of control variates. We emphasize aspects of the theory that are of importance to the practitioner, as well as presenting relevant applications.
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1992
ISSN: 0304-4076
DOI: 10.1016/0304-4076(92)90106-2