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subject:"Simulation"
type:"article"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Robustes Verfahren"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Simulation
Robustes Verfahren
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Estimation theory
47
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Kleijnen, Jack P. C.
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Almeida, Caio
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of econometrics
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Economics letters
47
European journal of operational research : EJOR
46
Econometric reviews
42
Econometric theory
29
Computational economics
24
Operations research
24
Economic modelling
21
Journal of the American Statistical Association : JASA
17
Operations research letters
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Insurance / Mathematics & economics
16
Journal of applied econometrics
15
The econometrics journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
International journal of production research
13
Mathematics of operations research
13
Finance research letters
12
International journal of forecasting
12
Journal of forecasting
12
Econometrics : open access journal
11
Journal of empirical finance
11
Journal of financial econometrics
11
Statistics in transition : an international journal of the Polish Statistical Association
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Quantitative economics : QE ; journal of the Econometric Society
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
INFORMS journal on computing : JOC
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Risks : open access journal
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Applied economics letters
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International journal of theoretical and applied finance
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Journal of mathematical finance
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Quantitative finance
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The journal of computational finance
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ECONIS (ZBW)
16
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1
Data pooling in stochastic optimization
Gupta, Vishal
;
Kallus, Nathan
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1595-1615
Persistent link: https://www.econbiz.de/10013259939
Saved in:
2
Joint estimation and robustness optimization
Zhu, Taozeng
;
Xie, Jingui
;
Sim, Melvyn
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1659-1677
Persistent link: https://www.econbiz.de/10013259995
Saved in:
3
A theory of statistical inference for ensuring the robustness of scientific results
Coker, Beau
;
Rudin, Cynthia
;
King, Gary
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6174-6197
Persistent link: https://www.econbiz.de/10012665781
Saved in:
4
Learning-based robust optimization : procedures and statistical guarantees
Hong, L. Jeff
;
Huang, Zhiyuan
;
Lam, Henry
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3447-3467
Persistent link: https://www.econbiz.de/10012606927
Saved in:
5
Economic implications of nonlinear pricing kernels
Almeida, Caio
;
Garcia, René
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3361-3380
Persistent link: https://www.econbiz.de/10011760496
Saved in:
6
Simulation designs for the estimation of quadratic response surface gradients in the presence of model misspecification
Donohue, Joan M.
- In:
Management science : journal of the Institute for …
41
(
1995
)
2
,
pp. 244-262
Persistent link: https://www.econbiz.de/10001179365
Saved in:
7
Improving Monte Carlo efficiency by increasing variance
Fishman, George S.
- In:
Management science : journal of the Institute for …
38
(
1992
)
10
,
pp. 1432-1444
Persistent link: https://www.econbiz.de/10001133855
Saved in:
8
Multivariate batch means and control variates
Yang, Wei-ning
- In:
Management science : journal of the Institute for …
38
(
1992
)
10
,
pp. 1415-1431
Persistent link: https://www.econbiz.de/10001133856
Saved in:
9
Vector computers, Monte Carlo simulation and regression analysis : an introduction
Kleijnen, Jack P. C.
- In:
Management science : journal of the Institute for …
38
(
1992
)
2
,
pp. 170-181
Persistent link: https://www.econbiz.de/10001122920
Saved in:
10
Regression metamodels for simulation with common random numbers : comparison of validation tests and confidence intervals
Kleijnen, Jack P. C.
- In:
Management science : journal of the Institute for …
38
(
1992
)
8
,
pp. 1164-1185
Persistent link: https://www.econbiz.de/10001128210
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