An overview of the design and analysis of simulation experiments for sensitivity analysis

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An overview of the design and analysis of simulation experiments for sensitivity analysis

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Kleijnen, Jack P. C.

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Jack P.C. Kleijnen

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Article provided by Elsevier in its journal European Journal of Operational Research.

Volume (Year): 164 (2005)
Issue (Month): 2 (July)
Pages: 287-300
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Handle: RePEc:eee:ejores:v:164:y:2005:i:2:p:287-300

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Paper
- Kleijnen, J.P.C., 2004. "An overview of the design and analysis of simulation experiments for sensitivity analysis," Discussion Paper 16, Tilburg University, Center for Economic Research. [Downloadable!]

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

Kleijnen, J.P.C., 2004. "Design and analysis of Monte Carlo experiments," Discussion Paper 17, Tilburg University, Center for Economic Research. [Downloadable!]
Kleijnen, Jack P. C. & van Beers, Wim C. M., 2005. "Robustness of Kriging when interpolating in random simulation with heterogeneous variances: Some experiments," European Journal of Operational Research, Elsevier, vol. 165(3), pages 826-834, September. [Downloadable!] (restricted)
Antoniadis, Anestis & Dinh Tuan Pham, 1998. "Wavelet regression for random or irregular design," Computational Statistics & Data Analysis, Elsevier, vol. 28(4), pages 353-369, October. [Downloadable!] (restricted)
Kleijnen, J.P.C., 1997. "Experimental design for sensitivity analysis, optimization, and validation of simulation models," Discussion Paper 52, Tilburg University, Center for Economic Research. [Downloadable!]

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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Collan, Mikael, 2004. "Giga-Investments: Modelling the Valuation of Very Large Industrial Real Investments," MPRA Paper 4328, University Library of Munich, Germany. [Downloadable!]
Happe, Kathrin & Kellermann, Konrad, 2007. "DIESE MODELLE SIND ZU KOMPLEX!-ODER DOCH NICHT?: EXPERIMENTELLES DESIGN UND METAMODELLIERUNG ALS MOGLICHER WEG, DAS KOMMUNIKATIONSPROBLEM AGENTENBASIERTER MODELLE IN DER POLITIKANALYSE ZU LOSEN (Germa," 47th Annual Conference, Weihenstephan, Germany, September 26-28, 2007 7613, German Association of Agricultural Economists (GEWISOLA). [Downloadable!]

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