Opportunities of robust regression for variance reduction in discrete event simulation
DOI10.1016/0377-0427(95)00013-5zbMath0847.62060OpenAlexW2128920594MaRDI QIDQ1917911
Alex Van Breedam, Wim Deceuninck, Gerrit K. Janssens
Publication date: 8 October 1996
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-0427(95)00013-5
outliersconfidence intervalvariance reductionrobust regressioncontrol variatesdiscrete event simulationoptimal weightclosed-loop conveyor systemgeneralized switched Poisson process
Software, source code, etc. for problems pertaining to statistics (62-04) Linear inference, regression (62J99) Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications of statistics (62P99) Survival analysis and censored data (62N99)
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