3 search results - page 1 / 1 » Computation of the Asymptotic Bias and Variance for Simulati... |
ANSS
1996
IEEE
13 years 9 months ago
1996
IEEE
The asymptotic bias and variance are important determinants of the quality of a simulation run. In particular, the asymptotic bias can be used to approximate the bias introduced b...
WSC
1989
13 years 6 months ago
1989
To design a stochastic simulation experiment, it is helpful to have an estimate of the simulation run lengths required to achieve desired statistical precision. Preliminary estima...
JMLR
2010
12 years 11 months ago
2010
We present a new estimation principle for parameterized statistical models. The idea is to perform nonlinear logistic regression to discriminate between the observed data and some...