Combination of general antithetic transformations and control variables

Mathematics of Operations Research

Volumn 29, Issue 4, 2004, Pages 946-960

  Ben Ameur, Hatem ^a   L'Ecuyer, Pierre ^b   Lemieux, Christiane ^c  

^a HEC MONTRÉAL   (Canada)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

^c UNIVERSITY OF CALGARY   (Canada)

Author keywords

Antithetic variates; Control variates; Digital nets; Latin hypercube sampling; Lattice rules; Quasi Monte Carlo; Variance reduction

Indexed keywords

COMBINATORIAL MATHEMATICS; INTEGRAL EQUATIONS; MATHEMATICAL TRANSFORMATIONS; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

ANTITHETIC VARIATES; CONTROL VARIATES; DIGITAL NETS; LATIN HYPERCUBE SAMPLING; LATTICE RULES; VARIANCE REDUCTION;

STATISTICAL METHODS;

EID: 11244319435     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.1040.0101     Document Type: Article

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