Search Results - "Variate difference method"

CONTROL VARIATE MODELS FOR ESTIMATING TRANSIENT PERFORMANCE MEASURES IN REPAIRABLE ITEM SYSTEMS.

Authors: Ahmed, Mohamed A. Gross, Donald Miller, Douglas R.

Source: Management Science (INFORMS). Mar92, Vol. 38 Issue 3, p388-399. 12p.

EFFICIENCY OF THE ANTITHETIC VARIATE METHOD FOR SIMULATING STOCHASTIC NETWORKS.

Authors: Sullivan, Robert S. Hayya, Jack C. Schaul, Ronny

Source: Management Science (INFORMS). May82, Vol. 28 Issue 5, p563-572. 10p.

SOLVING BSDE WITH ADAPTIVE CONTROL VARIATE.

Authors: Gobet, Emmanuel Labart, Céline

Source: SIAM Journal on Numerical Analysis. 2010, Vol. 48 Issue 1, p257-277. 21p. 1 Chart, 3 Graphs.

Subjects: Algorithms, Variate difference method, Stochastic convergence, Picard schemes, Stochastic differential equations, Monte Carlo method

Generating Gamma Variates by a Modified Rejection Technique.

Authors: Ahrens, J.H. Dieter, U. Greenberg, Harvey

Source: Communications of the ACM. Jan1982, Vol. 25 Issue 1, p47-54. 8p. 3 Charts, 4 Graphs.

Subjects: Gamma ray sources, Variate difference method

Homoclinic solutions for second‐order discrete Hamiltonian systems with asymptotically quadratic potentials.

Authors: Chen, Huiwen He, Zhimin

Source: Mathematical Methods in the Applied Sciences. Nov2014, Vol. 37 Issue 16, p2451-2462. 12p.

A cluster-sample approach for Monte Carlo integration using multiple samplers.

Authors: Tan, Zhiqiang¹ ztan@stat.rutgers.edu

Source: Canadian Journal of Statistics. Mar2013, Vol. 41 Issue 1, p151-173. 23p.

ON ORDER STATISTICS FROM A 4-VARIATE NORMAL DISTRIBUTION.

Authors: Rasouli, Abbas Dehestani Monfared, Farnoush

Source: Pakistan Journal of Statistics. Jan2013, Vol. 29 Issue 1, p83-97. 15p.

Matrix variate extended skew normal distributions.

Authors: Ning, Wei Gupta, Arjun K.

Source: Random Operators & Stochastic Equations. Dec2012, Vol. 20 Issue 4, p299-310. 12p.

A comparison of statistical selection strategies for univariate and bivariate log-linear models.

Authors: Moses, Tim Holland, Paul W.

Source: British Journal of Mathematical & Statistical Psychology. Nov2010, Vol. 63 Issue 3, p557-574. 18p. 13 Charts, 4 Graphs.

Subjects: Variate difference method, Psychometrics, Chi-squared test, Quantitative research, Log-linear models, Parameter estimation, Test scoring

A modified estimator of population mean using power transformation.

Authors: Singh, Housila P. Tailor, Rajesh Singh, Sarjinder et al.

Source: Statistical Papers. Jan2008, Vol. 49 Issue 1, p37-58. 22p.

Relative entropy and spectral constraints: some invariance properties of the ARMA class.

Authors: Girardin, Valerie¹

Source: Journal of Time Series Analysis. Nov2007, Vol. 28 Issue 6, p844-866. 23p.

A COMPARISON OF MULTI-VARIATE PDE METHODS IN NEUTRAL PION DISCRIMINATION.

Authors: Beddall, A. Bingül, A. Durmaz, Y.

Source: Acta Physica Polonica B. 2007, Vol. 38 Issue 1, p187-195. 9p.

Wavelet ridge diagnosis of time-varying elliptical signals with application to an oceanic eddy.

Authors: Lilly, J. M. Gascard, J.-C.

Source: Nonlinear Processes in Geophysics. 2006, Vol. 13 Issue 5, p467-483. 17p.

THE DYNAMICS AND STATISTICS OF BIVARIATE CHAOTIC MAPS IN COMMUNICATIONS MODELING.

Authors: Hilliam, Rachel M. Lawrance, Anthony J.

Source: International Journal of Bifurcation & Chaos in Applied Sciences & Engineering. Apr2004, Vol. 14 Issue 4, p1177-1194. 18p.

Adjusting for Covariates in Variance Components QTL Linkage Analysis.

Authors: Zeegers, Maurice Rijsdijk, Fruhling Sham, Pak

Source: Behavior Genetics. Mar2004, Vol. 34 Issue 2, p127-133. 7p.

Subjects: Linkage (Genetics), Genetics, Locus (Genetics), Variate difference method, Analysis of covariance

A theory of statistical models for Monte Carlo integration.

Authors: Kong, A. McCullagh, P. Meng, X.-L. et al.

Source: Journal of the Royal Statistical Society: Series B (Statistical Methodology). Sep2003, Vol. 65 Issue 3, p585-604. 20p.

Estimation of dependence between paired correlated failure times in the presence of covariate measurement error.

Authors: Gorfine, Malka Hsu, Li Prentice, Ross L.

Source: Journal of the Royal Statistical Society: Series B (Statistical Methodology). Sep2003, Vol. 65 Issue 3, p643-661. 19p.

Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock markets.

Authors: Garcia, Philip Leuthold, Raymond M. Sarhan, Mohamed E.

Source: American Journal of Agricultural Economics. Nov84, Vol. 66 Issue 4, p499. 6p. 2 Charts.

The Use of the Control Variate Technique in Option Pricing.

Authors: Hull, John White, Alan

Source: Journal of Financial & Quantitative Analysis. Sep88, Vol. 23 Issue 3, p237-251. 15p.

FITTING NONLINEAR TIME-SERIES MODELS WITH APPLICATIONS TO STOCHASTIC VARIANCE MODELS.

Authors: Shephard, N.

Source: Journal of Applied Econometrics. Oct-Dec93 Supplement, Vol. 8, pS135-S152. 18p. 2 Charts, 6 Graphs.