Ranking and Selection Techniques with Overlapping Variance Estimators for Simulations
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Publication:3652767
DOI10.1080/07474940903238334zbMath1183.62031OpenAlexW2000226125MaRDI QIDQ3652767
Seong-Hee Kim, Christopher M. Healey, David Goldsman
Publication date: 16 December 2009
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940903238334
Nonparametric estimation (62G05) Simulation of dynamical systems (37M05) Statistical ranking and selection procedures (62F07)
Cites Work
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- On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation
- Overlapping Variance Estimators for Simulation
- Simulation Output Analysis Using Standardized Time Series
- Some comments on two-stage selection procedures
- On two-stage selection procedures and related probability-inequalities
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- Combining standardized time series area and Cramér–von Mises variance estimators
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