Improved Estimates and Confidence Intervals for Regenerative Simulation

DOI10.1080/03610918.2013.833230zbMath1327.62071OpenAlexW2061790328MaRDI QIDQ2943794

Christopher S. Withers, Saralees Nadarajah

Publication date: 4 September 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.833230

zbMATH Keywords

confidence intervalsregenerative simulationreduced bias

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Permuted derivative and importance-sampling estimators for regenerative simulations.
• Correlation-inducing variance reduction in regenerative simulation
• A Note on Skewness in Regenerative Simulation
• A Renewal Theoretic Approach to Bias Reduction in Regenerative Simulations
• Bias Properties of Budget Constrained Simulations
• Simulating stable stochastic systems, V: Comparison of ratio estimators

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