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Multivariate mixtures of normal distributions : properties, random vector generation, fitting, and as models of market daily changes
Wang, Jin; Taaffe, Michael R. - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 193-203
Persistent link: https://www.econbiz.de/10011291337
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Biased control-variate estimation
Schmeiser, Bruce W.; Taaffe, Michael R.; Wang, Jin - In: IIE transactions / Institute of Industrial Engineers, … 33 (2001) 3, pp. 219-228
Persistent link: https://www.econbiz.de/10006183246
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Control-variate estimation using estimated control means
Pasupathy, Raghu; Schmeiser, Bruce W.; Taaffe, Michael R.; … - In: IIE transactions / Institute of Industrial Engineers, … 44 (2012) 5, pp. 381-386
Persistent link: https://www.econbiz.de/10009838754