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» Overlapping Variance Estimators for Simulations
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WSC
2007
13 years 7 months ago
Confidence interval estimation using linear combinations of overlapping variance estimators
We develop new confidence-interval estimators for the mean and variance parameter of a steady-state simulation output process. These confidence intervals are based on optimal li...
Tûba Aktaran-Kalayci, David Goldsman, James ...
WSC
2007
13 years 7 months ago
Ranking and selection techniques with overlapping variance estimators
Christopher G. Healey, David Goldsman, Seong-Hee K...
WSC
2004
13 years 6 months ago
Overlapping Variance Estimators for Simulations
We examine properties of overlapped versions of the standardized time series area and Cram
Christos Alexopoulos, David Goldsman, Nilay Tanik ...
IOR
2007
53views more  IOR 2007»
13 years 4 months ago
Overlapping Variance Estimators for Simulation
Christos Alexopoulos, Nilay Tanik Argon, David Gol...
WSC
1994
13 years 6 months ago
Consistency of overlapping batch variances
Overlapping batch statistics estimate the variance of point estimators using overlapping batches (Schmeiser, Avramidis and Hashem 1990). In this paper we study sufficient conditio...
Demet C. Wood, Bruce W. Schmeiser