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White Noise Assumptions Revisited : Regression Models and Statistical Designs for Simulation Practice

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  • Kleijnen, J.P.C.

    (Tilburg University, Center For Economic Research)

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  • Kleijnen, J.P.C., 2006. "White Noise Assumptions Revisited : Regression Models and Statistical Designs for Simulation Practice," Discussion Paper 2006-50, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:d8c37ad3-f9a5-4824-986d-274bf7fe91bb
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    1. Kleijnen, Jack P.C. & Deflandre, David, 2006. "Validation of regression metamodels in simulation: Bootstrap approach," European Journal of Operational Research, Elsevier, vol. 170(1), pages 120-131, April.
    2. Kleijnen, J.P.C., 1995. "Sensitivity analysis and optimization of system dynamics models : Regression analysis and statistical design of experiments," Other publications TiSEM 87ee6ee0-592c-4204-ac50-6, Tilburg University, School of Economics and Management.
    3. Kleijnen, J.P.C. & van Groenendaal, W.J.H., 1992. "Two-stage versus sequential sample-size determination in regression analysis of simulation experiments," Other publications TiSEM cac61c9f-0967-4f5a-aab1-9, Tilburg University, School of Economics and Management.
    4. Arcones, Miguel A. & Wang, Yishi, 2006. "Some new tests for normality based on U-processes," Statistics & Probability Letters, Elsevier, vol. 76(1), pages 69-82, January.
    5. J.P.C. Kleijnen & J. Kriens & H. Timmermans & H. van den Wildenberg, 1989. "Regression Sampling in Statistical Auditing: A Practical Survey and Evaluation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 43(4), pages 193-209, December.
    6. Jack P. C. Kleijnen, 1992. "Regression Metamodels for Simulation with Common Random Numbers: Comparison of Validation Tests and Confidence Intervals," Management Science, INFORMS, vol. 38(8), pages 1164-1185, August.
    7. Davidson, Russell & MacKinnon, James G., 2007. "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3259-3281, April.
    8. Kleijnen, J.P.C. & van Beers, W.C.M., 2003. "Application-driven Sequential Designs for Simulation Experiments : Kriging Metamodeling," Other publications TiSEM 1af5ac49-a5f3-4b8a-901c-b, Tilburg University, School of Economics and Management.
    9. van Ham, G. & Rotmans, J. & Kleijnen, J.P.C., 1992. "Techniques for sensitivity analysis of simulation models : A case study of the CO2 greenhouse effect," Other publications TiSEM 71317a03-3399-4554-83cb-4, Tilburg University, School of Economics and Management.
    10. Ayanso, Anteneh & Diaby, Moustapha & Nair, Suresh K., 2006. "Inventory rationing via drop-shipping in Internet retailing: A sensitivity analysis," European Journal of Operational Research, Elsevier, vol. 171(1), pages 135-152, May.
    11. J P C Kleijnen & W C M van Beers, 2004. "Application-driven sequential designs for simulation experiments: Kriging metamodelling," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 55(8), pages 876-883, August.
    12. Ruud, Paul A., 2000. "An Introduction to Classical Econometric Theory," OUP Catalogue, Oxford University Press, number 9780195111644, Decembrie.
    13. V C Ivănescu & J W M Bertrand & J C Fransoo & J P C Kleijnen, 2006. "Bootstrapping to solve the limited data problem in production control: an application in batch process industries," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(1), pages 2-9, January.
    14. Freeman, Jade & Modarres, Reza, 2006. "Inverse Box-Cox: The power-normal distribution," Statistics & Probability Letters, Elsevier, vol. 76(8), pages 764-772, April.
    15. Godfrey, L.G., 2006. "Tests for regression models with heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2715-2733, June.
    16. Helton, J.C. & Johnson, J.D. & Sallaberry, C.J. & Storlie, C.B., 2006. "Survey of sampling-based methods for uncertainty and sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1175-1209.
    17. Salibian-Barrera, Matias, 2006. "Bootstrapping MM-estimators for linear regression with fixed designs," Statistics & Probability Letters, Elsevier, vol. 76(12), pages 1287-1297, July.
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    Cited by:

    1. Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM d4bee6b0-7a00-4695-85ed-6, Tilburg University, School of Economics and Management.
    2. Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM 66449de2-3d9c-4d19-a3e4-a, Tilburg University, School of Economics and Management.
    3. Kleijnen, J.P.C., 2006. "Generalized Response Surface Methodology : A New Metaheuristic," Other publications TiSEM 9a11fb77-d2e1-4c6e-8bba-0, Tilburg University, School of Economics and Management.
    4. Kleijnen, J.P.C., 2006. "Generalized Response Surface Methodology : A New Metaheuristic," Other publications TiSEM 9a11fb77-d2e1-4c6e-8bba-0, Tilburg University, School of Economics and Management.
    5. Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper 2007-09, Tilburg University, Center for Economic Research.

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