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Sensitivity analysis and related analysis : A survey of statistical techniques

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  • Kleijnen, J.P.C.

    (Tilburg University, Faculty of Economics)

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  • Kleijnen, J.P.C., 1995. "Sensitivity analysis and related analysis : A survey of statistical techniques," Research Memorandum FEW 706, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiurem:bcf947da-25e3-431d-a1f6-6f2f388b48ee
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/522192/706.pdf
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    1. 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.
    2. William E. Balson & Justin L. Welsh & Donald S. Wilson, 1992. "Using Decision Analysis and Risk Analysis to Manage Utility Environmental Risk," Interfaces, INFORMS, vol. 22(6), pages 126-139, December.
    3. Kleijnen, J.P.C. & van Ham, G. & Rotmans, J., 1990. "Techniques for sensitivity analysis of simulation models : A case study of the CO2 greenhouse effect," Other publications TiSEM c6c8ee93-e434-44ec-be11-e, Tilburg University, School of Economics and Management.
    4. Saltelli, A. & Homma, T., 1992. "Sensitivity analysis for model output : Performance of black box techniques on three international benchmark exercises," Computational Statistics & Data Analysis, Elsevier, vol. 13(1), pages 73-94, January.
    5. Steve Bankes, 1993. "Exploratory Modeling for Policy Analysis," Operations Research, INFORMS, vol. 41(3), pages 435-449, June.
    6. Kleijnen, J.P.C. & van Ham, G. & Rotmans, J., 1990. "Techniques for sensitivity analysis of simulation models : A case study of the CO2 greenhouse effect," Other publications TiSEM c6c8ee93-e434-44ec-be11-e, Tilburg University, School of Economics and Management.
    7. Birge, John R. & Rosa, Charles H., 1995. "Modeling investment uncertainty in the costs of global CO2 emission policy," European Journal of Operational Research, Elsevier, vol. 83(3), pages 466-488, June.
    8. F. V. Krumm & C. F. Rolle, 1992. "Management and Application of Decision and Risk Analysis in Du Pont," Interfaces, INFORMS, vol. 22(6), pages 84-93, December.
    9. van Groenendaal, W.J.H., 1994. "Investment analysis and decision support for gas transmission on Java," Other publications TiSEM ada5b6e7-0462-411e-9a8c-1, Tilburg University, School of Economics and Management.
    10. Kurt J. Engemann & Holmes E. Miller, 1992. "Operations Risk Management at a Major Bank," Interfaces, INFORMS, vol. 22(6), pages 140-149, December.
    11. J. E. Jacoby & S. Harrison, 1962. "Multi‐variable experimentation and simulation models," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 9(2), pages 121-136, June.
    12. Saltelli, A. & Andres, T. H. & Homma, T., 1993. "Sensitivity analysis of model output : An investigation of new techniques," Computational Statistics & Data Analysis, Elsevier, vol. 15(2), pages 211-238, February.
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    Cited by:

    1. Matteo Richiardi & Roberto Leombruni & Nicole J. Saam & Michele Sonnessa, 2006. "A Common Protocol for Agent-Based Social Simulation," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 9(1), pages 1-15.
    2. Ives, M.C. & Scandol, J.P. & Greenville, J., 2013. "A bio-economic management strategy evaluation for a multi-species, multi-fleet fishery facing a world of uncertainty," Ecological Modelling, Elsevier, vol. 256(C), pages 69-84.

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