Exact expected values of variance estimators for simulation
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DOI: 10.1002/nav.20215
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References listed on IDEAS
- Robert S. Sargent & Keebom Kang & David Goldsman, 1992. "An Investigation of Finite-Sample Behavior of Confidence Interval Estimators," Operations Research, INFORMS, vol. 40(5), pages 898-913, October.
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Cited by:
- Song, Wheyming Tina, 2019. "The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis," European Journal of Operational Research, Elsevier, vol. 275(3), pages 1072-1082.
- Mingchang Chih, 2019. "An Insight into the Data Structure of the Dynamic Batch Means Algorithm with Binary Tree Code," Mathematics, MDPI, vol. 7(9), pages 1-8, August.
- Nilay Tanık Argon & Sigrún Andradóttir & Christos Alexopoulos & David Goldsman, 2013. "Steady-State Simulation with Replication-Dependent Initial Transients: Analysis and Examples," INFORMS Journal on Computing, INFORMS, vol. 25(1), pages 177-191, February.
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