Efficient nested simulation for estimating the variance of a conditional expectation

Yunpeng Sun*, Daniel W. Apley, Jeremy Staum

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

50 Scopus citations

Fingerprint

Dive into the research topics of 'Efficient nested simulation for estimating the variance of a conditional expectation'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Computer Science

Social Sciences

Economics, Econometrics and Finance