Derandomizing and rerandomizing variance estimators. Henderson, S. G. & Glynn, P. W. Technical Report Dept. of Operations Research, Stanford University, Stanford, CA, 1995.
Derandomizing and rerandomizing variance estimators [pdf]Paper  abstract   bibtex   
This technical report is meant to accompany the paper [7] and should be read in conjunction with that work􏰁. It describes several concepts that were alluded to in [7] but not elaborated on. We give algorithms for computing the derandomized estimator, introduce the concept of rerandomization, examine heuristically the question of how the derandomized and standard variance estimators behave as the splitting constants get small, and consider the use of the derandomized estimator in sequential stopping situations􏰁.

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