Data-Based Choice of Batch Size for Simulation Output Analysis
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Publication:4420120
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Cites work
- scientific article; zbMATH DE number 3854477 (Why is no real title available?)
- scientific article; zbMATH DE number 4046865 (Why is no real title available?)
- An Investigation of Finite-Sample Behavior of Confidence Interval Estimators
- Approximation Theorems of Mathematical Statistics
- Cox's regression model for counting processes: A large sample study
- Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
- Optimal Mean-Squared-Error Batch Sizes
- Simulation Output Analysis Using Standardized Time Series
- Spaced batch means
- The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
- The jackknife and the bootstrap for general stationary observations
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
Cited in
(10)- Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration
- To batch or not to batch?
- Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator
- Recursive estimation of time-average variance constants
- NONPARAMETRIC ESTIMATION OF THE VARIANCE OF SAMPLE MEANS BASED ON NONSTATIONARY SPATIAL DATA
- Batch size selection for variance estimators in MCMC
- Batch variance estimators for the median of simulation output.
- Automatic run-time choice for simulation length in mimesis
- Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations
- Replicated batch means variance estimators in the presence of an initial transient
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