Switching regression metamodels in stochastic simulation
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Publication:322641
DOI10.1016/J.EJOR.2015.11.033zbMATH Open1347.62135OpenAlexW2185815872MaRDI QIDQ322641FDOQ322641
Authors: M. Isabel Reis dos Santos, Pedro M. Reis dos Santos 
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.11.033
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Cites Work
- Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
- A New Approach to Estimating Switching Regressions
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
- Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
- Kriging metamodeling in simulation: a review
- Clusterwise linear regression
- A maximum likelihood methodology for clusterwise linear regression
- A mathematical programming approach to clusterwise regression model and its extensions
- Distribution switching in financial time series
- Using subsystem linear regression metamodels in stochastic simulation
- Measuring business cycle turning points in Japan with the Markov Switching Panel model
- Statistical Fitting and validation of nonlinear simulation metamodels: a case study
- Title not available (Why is that?)
- Maximum likelihood estimates of the parameters of a mixture of two regression lines
- A NOTE ON THE CONSISTENCY AND MAXIMA OF THE ROOTS OF LIKELIHOOD EQUATIONS
- Design and analysis of simulation experiments
- Underwriter reputation and switching
Cited In (7)
- Switching neural network: an application to regression problems
- Regression and Kriging metamodels with their experimental designs in simulation: a review
- Sequential design strategies for mean response surface metamodeling via stochastic kriging with adaptive exploration and exploitation
- Efficient simulation budget allocation for subset selection using regression metamodels
- Using subsystem linear regression metamodels in stochastic simulation
- Title not available (Why is that?)
- Estimating and Validating Nonlinear Regression Metamodels in Simulation
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