Confidence Intervals for Randomized Quasi-Monte Carlo Estimators

Pierre L'Ecuyer, Marvin K. Nakayama, Art B. Owen, Bruno Tuffin. Confidence Intervals for Randomized Quasi-Monte Carlo Estimators. In Winter Simulation Conference, WSC 2023, San Antonio, TX, USA, December 10-13, 2023. pages 445-456, IEEE, 2023. [doi]

Authors

Pierre L'Ecuyer

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Marvin K. Nakayama

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Art B. Owen

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Bruno Tuffin

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