Two-Stage Versus Sequential Sample-Size Determination in Regression Analysis of Simulation Experiments

DOI10.1080/01966324.1995.10737388MaRDI QIDQ4862770zbMATH OpenOpenAlexFDO

Authors Willem J. H. van Groenendaal, Jack P. C. Kleijnen

Publication date 18 March 1996

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://pure.uvt.nl/ws/files/1139492/KJGW5613332.pdf

zbMATH Keywords

Monte Carloconfidence intervalsmetamodelsimulation modelsStein estimatoriterative procedurecoverage probabilitiesstopping rulespilot samplenumber of runsaverage responsesestimated regression parametersestimated variances

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential statistical analysis (62L10) Sequential estimation (62L12)

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• scientific article; zbMATH DE number 3224054 (Why is no real title available?)
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(5)

• Relative sampling efficiencies in complex system simulation
• How many simulations should one run?
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• Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments
• Variance estimation and sequential stopping in steady-state simulations using linear regression

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