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Performance of folded variance estimators for simulation.
Christos Alexopoulos
Claudia Antonini
David Goldsman
Melike Meterelliyoz
Published in:
ACM Trans. Model. Comput. Simul. (2010)
Keyphrases
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low variance
variance estimator
variance reduction
simulation models
correlation coefficient
simulation model
simulation study
numerical simulations
machine learning
information systems
unbiased estimator
von mises
gradient estimators