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Details for article 9 of 18 found articles
| Title: |
Estimating simulation metamodels using correlated control variates |
| Author: |
Shih, Neng Hui song, Wheyming Tina |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 24 (1995) nr. 1 pages 79-90 |
| Year: |
1995 |
| Contents: |
This paper develops a variance reduction technique that applies correlated control variates in a simulation experiment to estimate linear regression metamodels. A decision rule is proposed to determine whether the induced correlation of the control variates is positive or negative. Under specified conditions, the proposed technique is shown to be superior to a conventional variance reduction technique that applies independent control variates in a simulation experiment. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 9 of 18 found articles
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