Folded overlapping variance estimators for simulation (Q1926714): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: MRG32k3a / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.ejor.2012.01.018 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1967074858 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact expected values of variance estimators for simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Performance of folded variance estimators for simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Computation of Overlapping Variance Estimators for Simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Overlapping Variance Estimators for Simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: An improved standardized time series Durbin-Watson variance estimator for steady-state simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the mean of a stationary time series by sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation output analysis using integrated paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Permuted Standardized Time Series for Steady-State Simulations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-Sample Results for Batch Means / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2737800 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence intervals using orthonormally weighted standardized time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation Output Analysis Using Standardized Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the asymptotic variance with batch means / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cramér-von Mises Variance Estimators for Simulations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of Standardized Time Series Weighted Area Variance Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5815173 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence Interval Estimation Using Standardized Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3395931 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Mean-Squared-Error Batch Sizes / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 00:27, 6 July 2024

scientific article
Language Label Description Also known as
English
Folded overlapping variance estimators for simulation
scientific article

    Statements

    Folded overlapping variance estimators for simulation (English)
    0 references
    0 references
    0 references
    0 references
    29 December 2012
    0 references
    simulation output analysis
    0 references
    area variance estimator
    0 references
    overlapping variance estimator
    0 references
    folded variance estimator
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references