An Investigation of Finite-Sample Behavior of Confidence Interval Estimators
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DOI: 10.1287/opre.40.5.898
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Cited by:
- Natalie M. Steiger & James R. Wilson, 2001. "Convergence Properties of the Batch Means Method for Simulation Output Analysis," INFORMS Journal on Computing, INFORMS, vol. 13(4), pages 277-293, November.
- Nilay Tanık Argon & Sigrún Andradóttir, 2006. "Replicated batch means for steady‐state simulations," Naval Research Logistics (NRL), John Wiley & Sons, vol. 53(6), pages 508-524, September.
- Sheth-Voss, Pieter A. & Willemain, Thomas R. & Haddock, Jorge, 2005. "Estimating the steady-state mean from short transient simulations," European Journal of Operational Research, Elsevier, vol. 162(2), pages 403-417, April.
- Seong-Hee Kim & Barry L. Nelson, 2006. "On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation," Operations Research, INFORMS, vol. 54(3), pages 475-488, June.
- David Goldsman & Keebom Kang & Andrew F. Seila, 1999. "Cramér-von Mises Variance Estimators for Simulations," Operations Research, INFORMS, vol. 47(2), pages 299-309, April.
- Christos Alexopoulos & David Goldsman & Gamze Tokol, 2001. "Properties of Batched Quadratic-Form Variance Parameter Estimators for Simulations," INFORMS Journal on Computing, INFORMS, vol. 13(2), pages 149-156, May.
- Gamze Tokol & David Goldsman & Daniel H. Ockerman & James J. Swain, 1998. "Standardized Time Series Lp-Norm Variance Estimators for Simulations," Management Science, INFORMS, vol. 44(2), pages 234-245, February.
- 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.
- Tûba Aktaran‐Kalaycı & Christos Alexopoulos & Nilay Tanık Argon & David Goldsman & James R. Wilson, 2007. "Exact expected values of variance estimators for simulation," Naval Research Logistics (NRL), John Wiley & Sons, vol. 54(4), pages 397-410, June.
- Halkos, George & Kevork, Ilias, 2002. "Confidence intervals in stationary autocorrelated time series," MPRA Paper 31840, University Library of Munich, Germany.
- Christos Alexopoulos & Nilay Tanık Argon & David Goldsman & Natalie M. Steiger & Gamze Tokol & James R. Wilson, 2007. "Efficient Computation of Overlapping Variance Estimators for Simulation," INFORMS Journal on Computing, INFORMS, vol. 19(3), pages 314-327, August.
- Halkos, George & Kevork, Ilias, 2006. "Estimating population means in covariance stationary process," MPRA Paper 31843, University Library of Munich, Germany.
- Richard E. Nance & Robert G. Sargent, 2002. "Perspectives on the Evolution of Simulation," Operations Research, INFORMS, vol. 50(1), pages 161-172, February.
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Keywords
simulation; statistical analysis: batch means; overlapping batch means; standardized time series; statistics; estimation: confidence intervals on the mean; standard error; statistics; time series: confidence intervals on the mean; stationary time series;All these keywords.
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