Vector Computers, Monte Carlo Simulation and Regression Analysis: An Introduction

DOI10.1287/MNSC.38.2.170MaRDI QIDQ4005800zbMATH OpenOpenAlexFDO

Authors Ben Annink, Jack P. C. Kleijnen

Publication date 27 September 1992

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.38.2.170

zbMATH Keywords

common seedsdistribution samplingleast squares estimatesmetamodelMonte Carlo experimentsmultivariate distributionregression modelssimulation experiments

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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• Searching for important factors in simulation models with many factors: Sequential bifurcation

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