A Coverage Function for Interval Estimators of Simulation Response

DOI10.1287/mnsc.26.1.18zbMath0439.62025OpenAlexW2038403959MaRDI QIDQ3881724

Lee W. Schruben

Publication date: 1980

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.26.1.18

zbMATH Keywords

coverage functionconfidence interval robustnessinterval estimators of simulation response

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss ⋮ Cyclic regenerative method of simulation ⋮ Split distribution method for constructing confidence intervals for simulation output analyses ⋮ Finite-Sample Performance of Absolute Precision Stopping Rules ⋮ Validation of Simulation Models via Simultaneous Confidence Intervals ⋮ Arma-Based Confidence Intervals for Simulation Output Analysis ⋮ Tutorial ⋮ Selecting Stopping Rules for Confidence Interval Procedures

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