Multivariate versus univariate Kriging metamodels for multi-response simulation models

DOI10.1016/j.ejor.2014.02.001zbMath1317.62048OpenAlexW3123229529MaRDI QIDQ2356270

Ehsan Mehdad, Jack P. C. Kleijnen

Publication date: 29 July 2015

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.02.001

zbMATH Keywords

simulationstochastic processesmultivariate statistics

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09)

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Uses Software

• DACE
• EGO
• DiceKriging
• DiceOptim

Cites Work

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