Decomposition of some well-known variance reduction techniques

  • Authors:
  • Barry L. Nelson;Bruce W. Schmeiser

  • Affiliations:
  • Dept. of Industrial & Systems Eng. Onio State Univ., Columbus, OH;School of Industrial Eng. Purdue Univ., West Lafaayette, IN

  • Venue:
  • Journal of Statistical Computation and Simulation
  • Year:
  • 1986

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Abstract