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Design and analysis of Monte Carlo experiments

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Kleijnen, J.P.C. (Tilburg University, Center for Economic Research)

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 17.

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Date of creation: 2004
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Handle: RePEc:dgr:kubcen:200417

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  1. 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)
  2. 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)
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  1. 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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