Optimal Tests for Initialization Bias in Simulation Output

DOI10.1287/opre.31.6.1167zbMath0538.62075MaRDI QIDQ3324877

No author found.

Publication date: 1983

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.31.6.1167

zbMATH Keywords

robust; sample mean; cumulative sums of deviations; detecting initialization bias; simulation output series

Mathematics Subject Classification ID

62P99: Applications of statistics

62M07: Non-Markovian processes: hypothesis testing

65C99: Probabilistic methods, stochastic differential equations

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