| Publication | Date of Publication | Type |
|---|
Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation
ACM Transactions on Modeling and Computer Simulation | 2023-07-21 | Paper |
Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
Operations Research | 2020-10-26 | Paper |
| Modelling human network behaviour using simulation and optimization tools: the need for hybridization | 2020-01-24 | Paper |
Green simulation of pandemic disease propagation
Symmetry | 2019-11-20 | Paper |
Tandem-width sequential confidence intervals for a Bernoulli proportion
Sequential Analysis | 2019-08-07 | Paper |
Confidence intervals using orthonormally weighted standardized time series
ACM Transactions on Modeling and Computer Simulation | 2018-07-13 | Paper |
ASAP3: a batch means procedure for steady-state simulation analysis
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
To batch or not to batch?
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Replicated batch means variance estimators in the presence of an initial transient
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Performance of folded variance estimators for simulation
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Symmetric \(\bar{X}\)-charts: sensitivity to nonnormality and control-limit estimation
Communications in Statistics. Simulation and Computation | 2017-03-03 | Paper |
Variance estimation and sequential stopping in steady-state simulations using linear regression
ACM Transactions on Modeling and Computer Simulation | 2015-03-05 | Paper |
Optimal selection of the most probable multinomial alternative
Sequential Analysis | 2014-12-12 | Paper |
Folded overlapping variance estimators for simulation
European Journal of Operational Research | 2012-12-29 | Paper |
On valuing and hedging European options when volatility is estimated directly
European Journal of Operational Research | 2012-08-16 | Paper |
Efficient computation of overlapping variance estimators for simulation
INFORMS Journal on Computing | 2012-06-18 | Paper |
Properties of batched quadratic-form variance parameter estimators for simulations
INFORMS Journal on Computing | 2012-05-30 | Paper |
Ranking and selection for steady-state simulation: procedures and perspectives
INFORMS Journal on Computing | 2012-05-30 | Paper |
Ranking and Selection Techniques with Overlapping Variance Estimators for Simulations
Sequential Analysis | 2009-12-16 | Paper |
An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
Operations Research Letters | 2009-08-14 | Paper |
Overlapping Variance Estimators for Simulation
Operations Research | 2009-08-13 | Paper |
Combining standardized time series area and Cramér–von Mises variance estimators
Naval Research Logistics | 2008-01-18 | Paper |
Exact expected values of variance estimators for simulation
Naval Research Logistics | 2008-01-18 | Paper |
Linear combinations of overlapping variance estimators for simulation
Operations Research Letters | 2007-10-30 | Paper |
A Stochastic Model of Airline Operations
Transportation Science | 2003-06-29 | Paper |
Standardized time series \(L_p\)-norm variance estimators for simulations.
Management Science | 2002-10-16 | Paper |
Student t-tests and compound tests to detect transients in simulated time series
European Journal of Operational Research | 2002-08-18 | Paper |
Cramér-von Mises variance estimators for simulations
Operations Research | 2002-02-07 | Paper |
| scientific article; zbMATH DE number 1194751 (Why is no real title available?) | 1998-08-30 | Paper |
| scientific article; zbMATH DE number 830008 (Why is no real title available?) | 1997-09-09 | Paper |
Large-Sample Results for Batch Means
Management Science | 1997-01-01 | Paper |
| scientific article; zbMATH DE number 806843 (Why is no real title available?) | 1995-12-13 | Paper |
| scientific article; zbMATH DE number 540429 (Why is no real title available?) | 1994-03-27 | Paper |
A comparison of the performances of procedures for selecting the normal population having the largest mean when the populations have a common unknown variance
Communications in Statistics. Simulation and Computation | 1993-01-16 | Paper |
An Investigation of Finite-Sample Behavior of Confidence Interval Estimators
Operations Research | 1993-01-05 | Paper |
Spaced batch means
Operations Research Letters | 1992-06-27 | Paper |
Properties of Standardized Time Series Weighted Area Variance Estimators
Management Science | 1990-01-01 | Paper |
Note—New Confidence Interval Estimators Using Standardized Time Series
Management Science | 1990-01-01 | Paper |
A single–stage selection procedure for multi–factor multinomial experiments with multiplicativity
Communications in Statistics. Simulation and Computation | 1989-01-01 | Paper |
Truncation of the Bechhofer-Kiefer-Sobel sequential procedure for selecting the normal population which has the largest mean (111): supplementary truncation numbers and resulting performance characteristics
Communications in Statistics. Simulation and Computation | 1989-01-01 | Paper |
Truncation of the Bechhofer-Kiefer-Sobel sequential procedure for selecting the normal population which has the largest mean (ii): 2-factor experiments with no interaction
Communications in Statistics. Simulation and Computation | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4117686 (Why is no real title available?) | 1988-01-01 | Paper |
Truncation of the Bechhofer-Kiefer-Sobel sequential procedure for selecting the normal population which has the largest mean
Communications in Statistics. Simulation and Computation | 1987-01-01 | Paper |
Truncation of the bechhofer-kiefer-sobel sequential procedure for selecting the multinomial event which has the largest probability (ii): extended tables and an improved procedure
Communications in Statistics. Simulation and Computation | 1986-01-01 | Paper |
Truncation of the Bechhofer-Kiefer-Sobel sequential procedure for selecting the multinomial event which has the largest probability
Communications in Statistics. Simulation and Computation | 1985-01-01 | Paper |
Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
Management Science | 1984-01-01 | Paper |
