On the theoretical comparison of low-bias steady-state estimators

DOI10.1145/1189756.1189760MaRDI QIDQ3549151zbMATH OpenOpenAlexFDO

Authors Hernan Awad, Peter W. Glynn

Publication date 21 December 2008

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1189756.1189760

zbMATH Keywords

Low-bias estimatorsmean-square error expansionsteady-state simulation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Empirical performance of bias-reducing estimators for regenerative steady-state simulations
• Simulation output analysis using integrated paths. II: Low bias estimators
• A note on bias and mean squared error in steady-state quantile estimation
• Bias Properties of Budget Constrained Simulations
• The Efficiency of One Long Run Versus Independent Replications in Steady-State Simulation

Cited in

(6)

• Transient error approximation in a Lévy queue
• Bias Properties of Budget Constrained Simulations
• Empirical performance of bias-reducing estimators for regenerative steady-state simulations
• Computing Bayesian means using simulation
• Coupling from the past with randomized quasi-Monte Carlo
• Empirical evaluation of initial transient deletion rules for the steady-state Mean estimation problem

This page was built for publication: On the theoretical comparison of low-bias steady-state estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3549151)