Control variates for probability and quantile estimation

Management Science

Volumn 44, Issue 9, 1998, Pages 1295-1312

  Hesterberg, Timothy C ^a   Nelson, Barry L ^a  

^a NONE

Author keywords

Control Variates; Simulation; Statistics; Variance Reduction

Indexed keywords

COMPUTER SIMULATION; ERROR ANALYSIS; LEAST SQUARES APPROXIMATIONS; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILITY; QUEUEING THEORY;

DIRECT CONTROL-VARIATE QUANTILE ESTIMATORS;

PROCESS CONTROL;

EID: 0032154081     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.44.9.1295     Document Type: Article

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