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Derivative estimation with known control-variate variances

Jamie R. Wieland, Bruce W. Schmeiser. Derivative estimation with known control-variate variances. In Shane G. Henderson, Bahar Biller, Ming-Hua Hsieh, John Shortle, Jeffrey D. Tew, Russell R. Barton, editors, Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007. pages 560-567, WSC, 2007. [doi]

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Jamie R. Wieland

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Bruce W. Schmeiser

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