A Coverage Function for Interval Estimators of Simulation Response

DOI10.1287/MNSC.26.1.18MaRDI QIDQ3881724zbMATH OpenOpenAlexFDO

Authors Lee W. Schruben

Publication date 1980

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.26.1.18

zbMATH Keywords

confidence interval robustnesscoverage functioninterval estimators of simulation response

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Cited in

(8)

• Cyclic regenerative method of simulation
• Finite-sample performance of absolute precision stopping rules
• Validation of Simulation Models via Simultaneous Confidence Intervals
• Arma-Based Confidence Intervals for Simulation Output Analysis
• Tutorial
• Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss
• Selecting Stopping Rules for Confidence Interval Procedures
• Split distribution method for constructing confidence intervals for simulation output analyses

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