Cited By
View all- Calvin JNakayama M(2015)Resampled Regenerative EstimatorsACM Transactions on Modeling and Computer Simulation10.1145/269971825:4(1-25)Online publication date: 8-May-2015
We consider the batching methods for estimating the variance of the sample variance based on steady-state correlated data. Intensive research has been devoted to the problem of estimating the variance of the sample mean, but little to the sample ...
We develop new point estimators for the variance parameter of a steady-state simulation process. The estimators are based on jackknifed versions of nonoverlapping batch means, overlapping batch means, and standardized time series variance estimators. ...
In steady-state simulation output analysis, mean-square consistency of the process-variance estimator is important for a number of reasons. One way to construct an asymptotically valid confidence interval around a sample mean is via construction of a ...
Winter Simulation Conference
Check if you have access through your login credentials or your institution to get full access on this article.
Sign in