N-Skart: A Nonsequential Skewness- and Autoregression-Adjusted Batch-Means Procedure for Simulation Analysis

DOI10.1109/TAC.2010.2052137MaRDI QIDQ5347600zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Ali Tafazzoli, Natalie M. Steiger, James R. Wilson

Publication date 25 August 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2010.2052137

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25)

Cited in

(6)

• On the marginal standard error rule and the testing of initial transient deletion methods
• Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
• Selecting Stopping Rules for Confidence Interval Procedures
• Higher-order coverage errors of batching methods via Edgeworth expansions on \(t\)-statistics
• Finite-sample performance of absolute precision stopping rules
• Variance estimation and sequential stopping in steady-state simulations using linear regression

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