Large-sample variance of simulation using refined descriptive sampling: Case of independent variables
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DOI: 10.1080/03610926.2014.997362
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Cited by:
- Oualid Saci & Megdouda Ourbih-Tari & Leila Baiche, 2023. "Maximum Likelihood Estimation of Parameters of a Random Variable Using Monte Carlo Methods," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 540-571, February.
- Tamiti Kenza & Ourbih-Tari Megdouda & Aloui Abdelouhab & Idjis Khelidja, 2018. "The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation," Monte Carlo Methods and Applications, De Gruyter, vol. 24(3), pages 165-178, September.
- Boubalou Meriem & Ourbih-Tari Megdouda & Aloui Abdelouhab & Zioui Arezki, 2019. "Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator “getRDS” and the proposed “getLHS” using variance reduction," Monte Carlo Methods and Applications, De Gruyter, vol. 25(2), pages 177-186, June.
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