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CSDA
2011
12 years 12 months ago
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach
This paper proposes a new method of interval estimation for the long run response (or elasticity) parameter from a general linear dynamic model. We employ the biascorrected bootst...
Jae H. Kim, Iain Fraser, Rob J. Hyndman
BMCBI
2006
165views more  BMCBI 2006»
13 years 4 months ago
Improved variance estimation of classification performance via reduction of bias caused by small sample size
Background: Supervised learning for classification of cancer employs a set of design examples to learn how to discriminate between tumors. In practice it is crucial to confirm tha...
Ulrika Wickenberg-Bolin, Hanna Göransson, M&a...
WSC
2000
13 years 6 months ago
Analyzing transformation-based simulation metamodels
We present a technique for analyzing a simulation metamodel that has been constructed using a variancestabilizing transformation. To compute a valid confidence interval for the ex...
Maria de los A. Irizarry, Michael E. Kuhl, Emily K...
WSC
1997
13 years 6 months ago
The Impact of Transients on Simulation Variance Estimators
Given a stationary simulation process with unknown mean µ , interest frequently lies in, and various methods exist for, developing estimates and confidence intervals for µ . Typ...
Daniel H. Ockerman, David Goldsman
WSC
1997
13 years 6 months ago
Computational Efficiency Evaluation in Output Analysis
A central quantity in steady-state simulation is the time-average variance constant. Estimates of this quantity are needed (for example) for constructing confidence intervals, an...
Halim Damerdji, Shane G. Henderson, Peter W. Glynn