Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/189127 
Erscheinungsjahr: 
1991
Schriftenreihe/Nr.: 
Queen's Economics Department Working Paper No. 803
Verlag: 
Queen's University, Department of Economics, Kingston (Ontario)
Zusammenfassung: 
Methods based on linear regression provide an easy way to use the information in control variates to improve the efficiency with which certain features of the distributions of estimators and test statistics are estimated in Monte Carlo experiments. We propose a new technique that allows these methods to be used when the quantities of interest are quantiles. We also propose new ways to obtain approximately optimal control variates in many cases of interest. These methods seem to work well in practice, and can greatly reduce the number of replications required to obtain a given level of accuracy.
Dokumentart: 
Working Paper

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