On the robustness of batching estimators.

DOI10.1016/J.ORL.2003.09.002MaRDI QIDQ1426736zbMATH OpenOpenAlexFDO

Authors Ying-Chieh Yeh, Bruce W. Schmeiser

Publication date 15 March 2004

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

Full work available at URL https://doi.org/10.1016/j.orl.2003.09.002

zbMATH Keywords

SimulationStandard error

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 854710 (Why is no real title available?)
• Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
• Batch Size Effects in the Analysis of Simulation Output
• Confidence Interval Estimation Using Standardized Time Series
• Cramér-von Mises variance estimators for simulations
• Grouping Observations in Digital Simulation
• On the estimation of optimal batch sizes in the analysis of simulation output
• Optimal Mean-Squared-Error Batch Sizes
• Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators

Cited in

(1)

• Overlapping batches for the assessment of solution quality in stochastic programs

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