Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output

DOI10.1287/MNSC.30.10.1217MaRDI QIDQ3221196zbMATH OpenOpenAlexFDO

Authors David Goldsman, Lee W. Schruben

Publication date 1984

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.30.10.1217

zbMATH Keywords

simulation output analysistime series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

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Cited in

(17)

• Some properties of simulation interval estimators under dependence induction
• Spaced batch means
• On best asymptotic confidence intervals for parameters of stochastic processes
• On the estimation of optimal batch sizes in the analysis of simulation output
• Efficiency and robustness in subsampling for dependent data
• Batch variance estimators for the median of simulation output.
• Multiple-comparison procedures for steady-state simulations
• On the robustness of batching estimators.
• Confidence intervals from simulations based on 4-independent random variables
• scientific article; zbMATH DE number 1630079 (Why is no real title available?)
• Note—New Confidence Interval Estimators Using Standardized Time Series
• Simulation Output Analysis Using Standardized Time Series
• Robustness properties and confidence interval reliability issues
• Validation of Simulation Models via Simultaneous Confidence Intervals
• An Investigation of Finite-Sample Behavior of Confidence Interval Estimators
• Calculation of confidence intervals for simulation output
• ASAP3: a batch means procedure for steady-state simulation analysis

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