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Simulation output analysis using the threshold bootstrap

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  • Park, Dae S.
  • Kim, Yun B.
  • Shin, Key I.
  • Willemain, Thomas R.

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  • Park, Dae S. & Kim, Yun B. & Shin, Key I. & Willemain, Thomas R., 2001. "Simulation output analysis using the threshold bootstrap," European Journal of Operational Research, Elsevier, vol. 134(1), pages 17-28, October.
    • Handle: RePEc:eee:ejores:v:134:y:2001:i:1:p:17-28
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    References listed on IDEAS

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    1. Park, Daesu & Willemain, Thomas R., 1999. "The threshold bootstrap and threshold jackknife," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 187-202, August.
    2. Song, Wheyming Tina, 1996. "On the estimation of optimal batch sizes in the analysis of simulation output," European Journal of Operational Research, Elsevier, vol. 88(2), pages 304-319, January.
    3. Diane P. Bischak & W. David Kelton & Stephen M. Pollock, 1993. "Weighted Batch Means for Confidence Intervals in Steady-State Simulations," Management Science, INFORMS, vol. 39(8), pages 1002-1019, August.
    4. Robert S. Sargent & Keebom Kang & David Goldsman, 1992. "An Investigation of Finite-Sample Behavior of Confidence Interval Estimators," Operations Research, INFORMS, vol. 40(5), pages 898-913, October.
    5. P. Heidelberger & P. A. W. Lewis, 1984. "Quantile Estimation in Dependent Sequences," Operations Research, INFORMS, vol. 32(1), pages 185-209, February.
    6. Wheyming Tina Song & Bruce W. Schmeiser, 1995. "Optimal Mean-Squared-Error Batch Sizes," Management Science, INFORMS, vol. 41(1), pages 110-123, January.
    7. George S. Fishman & L. Stephen Yarberry, 1997. "An Implementation of the Batch Means Method," INFORMS Journal on Computing, INFORMS, vol. 9(3), pages 296-310, August.
    8. Andrew F. Seila, 1982. "A Batching Approach to Quantile Estimation in Regenerative Simulations," Management Science, INFORMS, vol. 28(5), pages 573-581, May.
    9. Lee Schruben, 1983. "Confidence Interval Estimation Using Standardized Time Series," Operations Research, INFORMS, vol. 31(6), pages 1090-1108, December.
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    Cited by:

    1. Halkos, George & Kevork, Ilias, 2002. "Confidence intervals in stationary autocorrelated time series," MPRA Paper 31840, University Library of Munich, Germany.
    2. Halkos, George & Kevork, Ilias, 2006. "Estimating population means in covariance stationary process," MPRA Paper 31843, University Library of Munich, Germany.

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