Combined correlation methods for metamodel estimation in multipopulation simulation experiments

DOI10.1080/00949659408811560zbMath0834.62071OpenAlexW2058135634MaRDI QIDQ4864208

Jeffrey D. Tew, Chimyung Kwon

Publication date: 29 January 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659408811560

zbMATH Keywords

control variatesantithetic variatesSchruben-Margolin correlation-induction strategysimulation metamodelvariance-reduction strategies

Mathematics Subject Classification ID

Design of statistical experiments (62K99) Monte Carlo methods (65C05)

Related Items (2)

Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments ⋮ Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Response Surface Methodology: 1966-1988
• Statistical Results on Control Variables with Application to Queueing Network Simulation
• Validation of Simulation Analysis Methods for the Schruben-Margolin Correlation-Induction Strategy
• Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments
• Some Concepts of Dependence

This page was built for publication: Combined correlation methods for metamodel estimation in multipopulation simulation experiments