On the robustness of batching estimators.

DOI10.1016/j.orl.2003.09.002zbMath1035.62025OpenAlexW2152659406MaRDI QIDQ1426736

Bruce W. Schmeiser, Ying-Chieh Yeh

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

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

Cites Work

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• On the estimation of optimal batch sizes in the analysis of simulation output
• Cramér-von Mises Variance Estimators for Simulations
• Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
• Confidence Interval Estimation Using Standardized Time Series
• Batch Size Effects in the Analysis of Simulation Output
• Grouping Observations in Digital Simulation
• Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators
• Optimal Mean-Squared-Error Batch Sizes

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