Validation of regression metamodels in simulation: bootstrap approach

DOI10.1016/j.ejor.2004.06.018zbMath1330.62201OpenAlexW2078071938MaRDI QIDQ2572818

Jack P. C. Kleijnen, David Deflandre

Publication date: 4 November 2005

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.06.018

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) General considerations in statistical decision theory (62C05)

Related Items

Discovering metamodels' quality-of-fit for simulation via graphical techniques, Methodology for determining the acceptability of system designs in uncertain environments, Computationally and statistically efficient model fitting techniques, Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping, Importance of verifying queue model assumptions before planning with simulation software, Regression and Kriging metamodels with their experimental designs in simulation: a review, Constrained optimization in expensive simulation: novel approach

Uses Software

• bootstrap

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Simultaneous statistical inference. 2nd ed
• A methodology for fitting and validating metamodels in simulation
• The jackknife and bootstrap
• Validation of Trace-Driven Simulation Models: Bootstrap Tests
• Kriging for interpolation in random simulation
• The asymptotic behaviour of the estimated generalized least squares method in the linear regression model
• SOME PROBLEMS INVOLVING LINEAR HYPOTHESES IN MULTIVARIATE ANALYSIS
• Regression Metamodels for Simulation with Common Random Numbers: Comparison of Validation Tests and Confidence Intervals
• Establishing the Positive Definiteness of the Sample Covariance Matrix