Song, Wheyming Tina; Schmeiser, Bruce W. - In: Management Science 41 (1995) 1, pp. 110-123
When an estimator of the variance of the sample mean is parameterized by batch size, one approach for selecting batch size is to pursue the minimal mean squared error (mse). We show that the convergence rate of the variance of the sample mean, and the bias of estimators of the variance of the...
