Optimal Mean-Squared-Error Batch Sizes (Q4838078): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:38, 5 March 2024
scientific article; zbMATH DE number 770374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Mean-Squared-Error Batch Sizes |
scientific article; zbMATH DE number 770374 |
Statements
Optimal Mean-Squared-Error Batch Sizes (English)
0 references
30 August 1995
0 references
sum of autocorrelations
0 references
simulation output analysis
0 references
overlapping batch means
0 references
standardized time series
0 references
estimating variance of sample mean
0 references
mean squared error
0 references
convergence rate
0 references
bias
0 references
marginal variance
0 references
optimal batch size
0 references
robustness
0 references
quadratic-form estimators
0 references
asymptotic batch-size approximation
0 references
