Multivariate versus univariate Kriging metamodels for multi-response simulation models

DOI10.1016/j.ejor.2014.02.001zbMath1317.62048MaRDI QIDQ2356270

Jack P. C. Kleijnen, Ehsan Mehdad

Publication date: 29 July 2015

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.02.001

zbMATH Keywords

simulation; stochastic processes; multivariate statistics

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

62H12: Estimation in multivariate analysis

62M09: Non-Markovian processes: estimation

Uses Software

• DACE
• EGO
• DiceKriging
• DiceOptim