EFFICIENCY OF MULTIVARIATE CONTROL VARIATES IN MONTE-CARLO SIMULATION

被引：67

作者：

RUBINSTEIN, RY ^{[1
]}

MARCUS, R ^{[1
]}

机构：

[1] AGR RES ORG,IL-50250 BET DAGAN,ISRAEL

来源：

关键词：

D O I：

10.1287/opre.33.3.661

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：661 / 677

页数：17

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LEWIS, PAW .

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LAVENBERG, SS ;

MOELLER, TL ;

WELCH, PD .

LAVENBERG, SS ;

WELCH, PD .

[7]

MOOD AM, 1974, INTRO THEORY STATIST

[8]

MORRISON DF, 1967, MULTIVARIATE STATIST

[9]

RAO CR, 1967, 5TH P BERK S MATH ST, V1, P355

[10]

Rubinstein R. Y, 1981, SIMULATION MONTE CAR