Multiple comparisons with the best using common random numbers for steady-state simulations

DOI10.1016/S0378-3758(99)00064-6MaRDI QIDQ1973279zbMATH OpenOpenAlexFDO

Authors Marvin K. Nakayama

Publication date 27 April 2000

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(99)00064-6

zbMATH Keywords

covariance matrixmultiple comparisons with the best

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Paired and multiple comparisons; multiple testing (62J15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Recommendations

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Cites work

• Conditions Under Which Mean Square Ratios in Repeated Measurements Designs Have Exact F-Distributions
• Constrained simultaneous confidence intervals for multiple comparisons with the best
• Control-Variate Models of Common Random Numbers for Multiple Comparisons with the Best
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• Multiple Comparisons
• Multiple comparisons with the best for steady-state simulation
• Multiple Comparisons With the Best Treatment
• Multiple-comparison procedures for steady-state simulations
• On simulation output analysis for generalized semi-markov processes
• Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments
• Robust multiple comparisons under common random numbers
• Simulation Output Analysis Using Standardized Time Series
• Simultaneous confidence intervals for all distances from the best
• Statistical Analysis for Use with the Schruben and Margolin Correlation Induction Strategy
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Two-Stage Multiple Comparisons with the Best for Computer Simulation
• Two-stage multiple-comparison procedures for steady-state simulations
• Two-Stage Stopping Procedures Based on Standardized Time Series
• Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures
• Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation

Cited in

(9)

• Multiple-comparison procedures for steady-state simulations
• Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures
• Control-Variate Models of Common Random Numbers for Multiple Comparisons with the Best
• Estimating the probability that a simulated system will be the best
• Two-stage multiple-comparison procedures for steady-state simulations
• Multiple comparisons with the best for steady-state simulation
• Two-Stage Multiple Comparisons with the Best for Computer Simulation
• Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
• Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations

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