In this paper, control variates are proposed to speed up Monte Carlo Simulations to estimate expected error rates in multivariate classification.

In this paper, control variates are proposed to speed up Monte Carlo Simulations to estimate expected error rates in multivariate classification.

In this paper, control variates are proposed to speed up Monte Carlo simulations to estimate expected error rates in multivariate classification.

Stochastic simulation with antithetic variates is used to evaluate the bias of deterministic simulation in nonlinear econometric models. Application to the Klein-Goldberger model exemplifies the potentiality of the method.