Tools
Sorted by:
Try your query at:
 |
 |
 |
 |
 |
 |
Results 1 - 10
of
963
N-Skart: A Nonsequential Skewness- and Autoregression-Adjusted Batch-Means Procedure for Simulation Analysis
"... Abstract—We discuss N-Skart, a nonsequential procedure designed to deliver a confidence interval (CI) for the steadystate mean of a simulation output process when the user supplies a single simulation-generated time series of arbitrary size and specifies the required coverage probability for a CI ba ..."
Abstract
-
Cited by 6 (3 self)
- Add to MetaCart
Abstract—We discuss N-Skart, a nonsequential procedure designed to deliver a confidence interval (CI) for the steadystate mean of a simulation output process when the user supplies a single simulation-generated time series of arbitrary size and specifies the required coverage probability for a CI
N-SKART: A NONSEQUENTIAL SKEWNESS- AND AUTOREGRESSION-ADJUSTED BATCH-MEANS PROCEDURE FOR SIMULATION ANALYSIS
"... We discuss N-Skart, a nonsequential procedure designed to deliver a confidence interval (CI) for the steady-state mean of a simulation output process when the user supplies a single simulation-generated time series of arbitrary size and specifies the required coverage probability for a CI based on t ..."
Abstract
- Add to MetaCart
We discuss N-Skart, a nonsequential procedure designed to deliver a confidence interval (CI) for the steady-state mean of a simulation output process when the user supplies a single simulation-generated time series of arbitrary size and specifies the required coverage probability for a CI based
SKART: A SKEWNESS- AND AUTOREGRESSION-ADJUSTED BATCH-MEANS PROCEDURE FOR SIMULATION ANALYSIS
"... We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted confidence interval for the steady-state mean of a simulation output process. Skart is a sequential procedure designed to deliver a confidence interval that satisfies user-specified requirem ..."
Abstract
- Add to MetaCart
We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted confidence interval for the steady-state mean of a simulation output process. Skart is a sequential procedure designed to deliver a confidence interval that satisfies user
Skart: A Skewness- and Autoregression-Adjusted Batch-Means Procedure for . . .
, 2008
"... We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted confidence interval (CI) for the steady-state mean of a simulation output process in either discrete time (i.e., observation-based statistics) or continuous time (i.e., time-persistent stati ..."
Abstract
- Add to MetaCart
We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted confidence interval (CI) for the steady-state mean of a simulation output process in either discrete time (i.e., observation-based statistics) or continuous time (i.e., time
This article has been accepted for inclusion in a future issue of this journal. Content is final as presented, with the exception of pagination. IEEE TRANSACTIONS ON AUTOMATIC CONTROL 1 N-Skart: A Nonsequential Skewness- and Autoregression-Adjusted Batch-
"... Abstract—We discuss N-Skart, a nonsequential procedure designed to deliver a confidence interval (CI) for the steady-state mean of a simulation output process when the user supplies a single simulation-generated time series of arbitrary size and specifies the required coverage probability for a CI b ..."
Abstract
- Add to MetaCart
Abstract—We discuss N-Skart, a nonsequential procedure designed to deliver a confidence interval (CI) for the steady-state mean of a simulation output process when the user supplies a single simulation-generated time series of arbitrary size and specifies the required coverage probability for a CI
INFORMS Journal on Computing, to appear. Performance of Skart: A Skewness- and Autoregression-Adjusted Batch-Means Procedure for Simulation Analysis
"... An analysis is given for an extensive experimental performance evaluation of Skart, an automated sequential batch-means procedure for constructing an asymptotically valid confidence interval (CI) on the steady-state mean of a simulation output process. Skart is designed to deliver a CI satisfying us ..."
Abstract
- Add to MetaCart
An analysis is given for an extensive experimental performance evaluation of Skart, an automated sequential batch-means procedure for constructing an asymptotically valid confidence interval (CI) on the steady-state mean of a simulation output process. Skart is designed to deliver a CI satisfying
“Skart: A Skewness- and Autoregression-Adjusted
"... Batch-Means Procedure for Simulation Analysis” In the first four sections of this Online Appendix to the main article titled “Skart: A Skewness- and Autoregression-Adjusted Batch-Means Procedure for Simulation Analysis, ” we provide complete proofs ..."
Abstract
- Add to MetaCart
Batch-Means Procedure for Simulation Analysis” In the first four sections of this Online Appendix to the main article titled “Skart: A Skewness- and Autoregression-Adjusted Batch-Means Procedure for Simulation Analysis, ” we provide complete proofs
Submitted to IIE Transactions. Skart: A skewness- and autoregression-adjusted batch-means procedure for simulation analysis
, 2010
"... batch-means procedure for simulation analysis Dedicated to the Memory of Richard E. Rosenthal We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted confidence interval (CI) for the steady-state mean of a simulation output process in either disc ..."
Abstract
- Add to MetaCart
batch-means procedure for simulation analysis Dedicated to the Memory of Richard E. Rosenthal We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted confidence interval (CI) for the steady-state mean of a simulation output process in either
PERFORMANCE COMPARISON OF MSER-5 AND N-SKART ON THE SIMULATION START-UP PROBLEM
"... We summarize some results from an extensive performance comparison of the procedures MSER-5 and N-Skart for handling the simulation start-up problem. We assume a fixed-length simulation-generated time series from which point and confidence-interval (CI) estimators of the steady-state mean are sought ..."
Abstract
- Add to MetaCart
and the simulation’s initial condition; then using truncated nonspaced batch means, N-Skart exploits separate adjustments to the CI half-length that account for the effects on the distribution of the underlying Student’s t-statistic arising from skewness and autocorrelation of the batch means. In most of the test
2011b. “Skart: A Skewness- and Autoregression-Adjusted Batch Means Procedure for Simulation Analysis
- IIE Transactions
"... We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted con-fidence interval for the steady-state mean of a simulation output process. Skart is a sequential procedure designed to deliver a confidence interval that satisfies user-specified re-quir ..."
Abstract
-
Cited by 11 (8 self)
- Add to MetaCart
We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted con-fidence interval for the steady-state mean of a simulation output process. Skart is a sequential procedure designed to deliver a confidence interval that satisfies user-specified re
Results 1 - 10
of
963
