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Robustness of Kriging when interpolating in random simulation with heterogeneous variances: Some experiments

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Author Info
Kleijnen, Jack P. C.
van Beers, Wim C. M.

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

Volume (Year): 165 (2005)
Issue (Month): 3 (September)
Pages: 826-834
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Handle: RePEc:eee:ejores:v:165:y:2005:i:3:p:826-834

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  1. Kleijnen, J.P.C., 2004. "Design and analysis of Monte Carlo experiments," Discussion Paper 17, Tilburg University, Center for Economic Research. [Downloadable!]
  2. Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation: A Review," Discussion Paper 2007-13, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
  3. Bettonvil, B.W.M. & Castillo, E. del & Kleijnen, J.P.C., 2007. "Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)," Discussion Paper 2007-45, Tilburg University, Center for Economic Research. [Downloadable!]
  4. 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!]
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