Reliable estimation via simulation

DOI10.1007/BF01148945zbMath0822.60084OpenAlexW2103283600MaRDI QIDQ1892648

Vinod Sharma

Publication date: 10 September 1995

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01148945

zbMATH Keywords

rates of convergencesimulationsstationary distributionqueueing systemsrobust estimationregenerative processesasymptotic normality of M-estimators

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (1)

Stability and performance analysis of rate-based feedback flow controlled ATM networks

Cites Work

• Renewal theory for m-dependent variables
• Influence functionals for time series (with discussion)
• Convergence of stochastic empirical measures
• Statistical analysis of queueing systems
• Assessing the sensitivity of queuing systems
• Empirical Bayes estimation for queueing systems and networks
• Consistent estimation of a mixing distribution
• Pathologies of some minimum distance estimators
• The ``automatic robustness of minimum distance functionals
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• BOUNDS AND AN APPROXIMATION FOR SINGLE SERVER QUEUES
• An approximation of stopped sums with applications in queueing theory
• Inequalities in Theorems of Ergodicity and Stability for Markov Chains with Common Phase Space. I
• Developments in Nonparametric Density Estimation
• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
• Asymptotic Formulas for Markov Processes with Applications to Simulation
• Queueing Simulation in Heavy Traffic
• The Asymptotic Efficiency of Simulation Estimators
• Constrained estimation: Consistency and asymptotics
• Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
• Planning Queueing Simulations
• Complete exponential convergence and some related topics
• Robust Statistics
• Set-valued analysis
• Large deviations for renewal processes
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