Improving Simulation Efficiency with Quasi Control Variates
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Improving Simulation Efficiency with Quasi Control Variates
evolves into the optimal quasi control variate procedure if it is more efficient than a direct ... situation, where "best" means smallest asymptotic variance for the estimate of μx. .... overhead in simulation B is not insignificant then ЬÏ2xac Ï2x and the ... procedures inu¨4v relies on "cost" measures associated with simulations B ...
