Screening for Dispersion Effects by Sequential Bifurcation

DOI10.1145/2651364zbMath1368.68311OpenAlexW2019843505MaRDI QIDQ5270726

Bruce E. Ankenman, Susan M. Lewis, Russell C. H. Cheng

Publication date: 30 June 2017

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2651364

zbMATH Keywords

simulationstopping rulesfixed-width confidence intervalsmultiplicative modellocation effectsvariance effectscontrolled sequential bifurcationmultiplicative variance model

Mathematics Subject Classification ID

Optimal stopping in statistics (62L15)

Related Items (3)

Cluster sampling for Morris method made easy ⋮ Generating and validating cluster sampling matrices for model-free factor screening ⋮ An Efficient Morris Method-Based Framework for Simulation Factor Screening

Uses Software

• Visual Basic

Cites Work

• Unnamed Item
• Searching for important factors in simulation models with many factors: Sequential bifurcation
• Controlled sequential factorial design for simulation factor screening
• Second order approximations for sequential point and interval estimation
• Finite-Sample Performance of Absolute Precision Stopping Rules
• Improving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening
• A hybrid method for simulation factor screening
• The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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