Variance reduction: The current state

James R. Wilson

Mathematics and Computers in Simulation (MATCOM), 1983, vol. 25, issue 1, 55-59

Abstract: Estimation efficiency is an increasingly important issue in the design and analysis of large-scale simulation experiments. This paper surveys recent research on the major variance reduction techniques that have been developed for or adapted to Monte Carlo studies. Current unresolved problems and directions for future research are also discussed.

Date: 1983
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:25:y:1983:i:1:p:55-59

DOI: 10.1016/0378-4754(83)90032-0

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