Skart: A skewness- and autoregression-adjusted batch-means procedure for simulation analysis
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DOI: 10.1080/0740817X.2010.504688
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Cited by:
- Ali Tafazzoli & James R. Wilson & Emily K. Lada & Natalie M. Steiger, 2011. "Performance of Skart: A Skewness- and Autoregression-Adjusted Batch Means Procedure for Simulation Analysis," INFORMS Journal on Computing, INFORMS, vol. 23(2), pages 297-314, May.
- Song-Hee Kim & Ward Whitt, 2013. "Statistical Analysis with Little's Law," Operations Research, INFORMS, vol. 61(4), pages 1030-1045, August.
- Yuanhui Zhang & Haipeng Wu & Brian T. Denton & James R. Wilson & Jennifer M. Lobo, 2019. "Probabilistic sensitivity analysis on Markov models with uncertain transition probabilities: an application in evaluating treatment decisions for type 2 diabetes," Health Care Management Science, Springer, vol. 22(1), pages 34-52, March.
- Christos Alexopoulos & David Goldsman & Anup C. Mokashi & Kai-Wen Tien & James R. Wilson, 2019. "Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations," Operations Research, INFORMS, vol. 67(4), pages 1162-1183, July.
- Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2021. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," Papers 2102.05405, arXiv.org, revised Nov 2023.
- Dashi I. Singham & Lee W. Schruben, 2012. "Finite-Sample Performance of Absolute Precision Stopping Rules," INFORMS Journal on Computing, INFORMS, vol. 24(4), pages 624-635, November.
- Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2020. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," LEM Papers Series 2020/31, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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