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Communications in Statistics - Simulation and Computation Volume 18, 1989 - Issue 3
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Original Articles

Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview

James J. Swain School of Industrial and Systems Engineering, Georgia Institute of Technology, 43332, Atlanta, GA
&
Bruce W. Schmeiser School of Industrial Engineering, Purdue University, 47907, West Lafayette, IN
Pages 1011-1036 | Received 01 Jan 1989, Published online: 27 Jun 2007

Citations (5)

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Read on this site (4)

Raghu Pasupathy, BruceW. Schmeiser, MichaelR. Taaffe & Jin Wang. (2012) Control-variate estimation using estimated control means. IIE Transactions 44:5, pages 381-385.
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BRUCEW. SCHMEISER, MICHAELR. TAAFFE & JIN WANG. (2001) Biased control-variate estimation. IIE Transactions 33:3, pages 219-228.
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Pralay Senchaudhuri, CyrusR. Mehta & NitinR. Patel. (1995) Estimating Exact p Values by the Method of Control Variates or Monte Carlo Rescue. Journal of the American Statistical Association 90:430, pages 640-648.
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Man-Suk Oh & JamesO. Berger. (1993) Integration of Multimodal Functions by Monte Carlo Importance Sampling. Journal of the American Statistical Association 88:422, pages 450-456.
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Articles from other publishers (1)

Bruce W. Schmeiser & Michael R. Taaffe. (1994) Time-dependent queueing network approximations as simulation external control variates. Operations Research Letters 16:1, pages 1-9.
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