Control-variate selection criteria

For multiresponse simulations requiring point and confidence-region estimators of the mean response, the authors propose control-variate selection criteria that minimize mean-square confidence-region volume in two situations: (a)Only the mean control vector is known, and standard linear control-variate estimation procedures are used. (b)Covariances among controls are also known and are incorporated into new linear control-variate estimation procedures. An example illustrates the performance of these selection criteria.