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Dissertation abstract: Exclusion and cooperation in networks
Aljaž Ule - In: Experimental Economics 9 (2006) 2, pp. 169-170
Persistent link: https://www.econbiz.de/10005711723
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Efficiency of the Antithetic Variate Method for Simulating Stochastic Networks
Sullivan, Robert S.; Hayya, Jack C.; Schaul, Ronny - In: Management Science 28 (1982) 5, pp. 563-572
stochastic networks. The method is compared with Monte Carlo simulation and considers both computation effort and the variance of … provide analytical proof of the superiority of the antithetic variate method for some networks whose activity durations are … networks that are randomly structured and whose activity distributions are randomly assigned. The study shows that on the …
Persistent link: https://www.econbiz.de/10009218210
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Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
Rubinstein, Reuven Y.; Samorodnitsky, Gennady; Shaked, Moshe - In: Management Science 31 (1985) 1, pp. 66-77
is discussed. Applications to reliability, networks and queueing systems are given. …
Persistent link: https://www.econbiz.de/10009203795
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Numerical Aspects of Bayesian VAR-modeling
Kadiyala, K. Rao; Karlsson, Sune - Economics Institute for Research (SIR), … - 1994
In Bayesian analysis of VAR-models, and especially in forecasting applications, the Minnesota prior of Litterman is frequently used. In many cases other prior distributions provide better forecasts and are preferable from a theoretical standpoint. This paper considers the numerical procedures...
Persistent link: https://www.econbiz.de/10005649366
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Strategies for Combining Antithetic Variates and Control Variates in Designed Simulation Experiments
Kwon, Chimyung; Tew, Jeffrey D. - In: Management Science 40 (1994) 8, pp. 1021-1034
In this paper we examine three methods for combining the variance reduction techniques of antithetic variates and control variates to estimate the mean response in a designed simulation experiment. In Combined Method I, we perform h independent pairs of simulation runs as follows---on the second...
Persistent link: https://www.econbiz.de/10009191781
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Increasing the efficiency of radiation shielding calculations by using antithetic variates
Halton, John H.; Sarkar, Pradip K. - In: Mathematics and Computers in Simulation (MATCOM) 47 (1998) 2, pp. 309-318
This paper considers the passage of a parallel, uniform stream of particles through a parallel-sided, homogeneous slab of material capable of scattering and absorption. Particle histories are followed until the particle escapes from the near or far surface of the slab. Each particle carries a...
Persistent link: https://www.econbiz.de/10011050190
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The deterministic simulation bias in the Klein-Goldberger model
Calzolari, Giorgio - Volkswirtschaftliche Fakultät, … - 1979
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.
Persistent link: https://www.econbiz.de/10008560097
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The impact of sampling methods on bias and variance in stochastic linear programs
Freimer, Michael; Linderoth, Jeffrey; Thomas, Douglas - In: Computational Optimization and Applications 51 (2012) 1, pp. 51-75
Persistent link: https://www.econbiz.de/10010896560
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Testing equality of correlated proportions with incomplete data on both responses
Bhoj, Dinesh; Snijders, Tom - In: Psychometrika 51 (1986) 4, pp. 579-588
Persistent link: https://www.econbiz.de/10005757991
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Impact de l'introduction d'une dose de capitalisation en Tunisie : simulations à l'aide d'un modèle à générations imbriquées
Ben Braham, Mehdi - Université Paris-Dauphine (Paris IX) - 2007
reform generates a strong crowding-out effect, restraining capital accumulation. Our simulations also show that the burden of …
Persistent link: https://www.econbiz.de/10011072673