Reducing variance using iterated control variates

Journal of Statistical Computation and Simulation

Volumn 73, Issue 1, 2003, Pages 1-30

  Maire, Sylvain ^a  

^a UNIVERSITÉ DE TOULON   (France)

Author keywords

High order estimates; Iterative method; L2 approximations; Monte Carlo integration; Variance reduction

Indexed keywords

EID: 0037274284     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650215726     Document Type: Article

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