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WSC
2008

Control variate technique: A constructive approach

14 years 1 months ago
Control variate technique: A constructive approach
The technique of control variates requires that the user identify a set of variates that are correlated with the estimation variable and whose means are known to the user. We relax the known mean requirement and instead assume the means are to be estimated. We argue that this strategy can be beneficial in parametric studies, analyze the properties of controlled estimators, and propose a class of generic and effective controls in a parametric estimation setting. We discuss the effectiveness of the estimators via analysis and simulation experiments.
Tarik Borogovac, Pirooz Vakili
Added 02 Oct 2010
Updated 02 Oct 2010
Type Conference
Year 2008
Where WSC
Authors Tarik Borogovac, Pirooz Vakili
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