Pages that link to "Item:Q4302599"

The following pages link to Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis (Q4302599):

Displaying 9 items.

• New recursive estimators of the time-average variance constant (Q294229) (← links)
• Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain (Q430187) (← links)
• Asymptotically valid single-stage multiple-comparison procedures (Q998989) (← links)
• Spaced batch means (Q1180828) (← links)
• Weighted batch means estimators in Markov chain Monte Carlo (Q1616318) (← links)
• A note on bias and mean squared error in steady-state quantile estimation (Q1785384) (← links)
• Selecting the Best Alternative Based on Its Quantile (Q4995094) (← links)
• Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs (Q5270742) (← links)
• Strong invariance principles for ergodic Markov processes (Q6200877) (← links)