Ranking and Selection Techniques with Overlapping Variance Estimators for Simulations

DOI10.1080/07474940903238334MaRDI QIDQ3652767zbMATH OpenOpenAlexFDO

Authors Christopher M. Healey, David Goldsman, Seong-Hee Kim

Publication date 16 December 2009

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474940903238334

zbMATH Keywords

ranking and selectionsimulationsteady-state simulation

Mathematics Subject Classification ID

Simulation of dynamical systems (37M05) Statistical ranking and selection procedures (62F07) Nonparametric estimation (62G05)

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Cites work

• An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
• Combining standardized time series area and Cramér–von Mises variance estimators
• Confidence Interval Estimation Using Standardized Time Series
• Confidence intervals using orthonormally weighted standardized time series
• Efficient computation of overlapping variance estimators for simulation
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Note—New Confidence Interval Estimators Using Standardized Time Series
• On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation
• On two-stage selection procedures and related probability-inequalities
• Overlapping Variance Estimators for Simulation
• Ranking and selection for steady-state simulation: procedures and perspectives
• Simulation Output Analysis Using Standardized Time Series
• Some comments on two-stage selection procedures
• Synthesis of variance

Cited in

(3)

• Ranking and selection for steady-state simulation: procedures and perspectives
• Selection Using Overlap Coefficients
• Selecting the best simulated system with weighted control-variate estimators

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