Folded overlapping variance estimators for simulation
From MaRDI portal
Publication:1926714
DOI10.1016/j.ejor.2012.01.018zbMath1255.62397MaRDI QIDQ1926714
David Goldsman, Christos Alexopoulos, Melike Meterelliyoz
Publication date: 29 December 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2012.01.018
simulation output analysis; area variance estimator; folded variance estimator; overlapping variance estimator
62E20: Asymptotic distribution theory in statistics
62F10: Point estimation
65C05: Monte Carlo methods
62P99: Applications of statistics
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Cites Work
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