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Run length not required : optimal-mse dynamic batch means estimators for steady-state simulations

Song, Wheyming Tina; Chih, Mingchang - In: European journal of operational research : EJOR 229 (2013) 1, pp. 114-123

Persistent link: https://www.econbiz.de/10009757783

An extension of the multiple-blocks strategy on estimating simulation metamodels

Song, Wheyming Tina; Su, Chien Chou - In: IIE transactions / Institute of Industrial Engineers, … 28 (1996) 6, pp. 511-520

Persistent link: https://www.econbiz.de/10006207712

A three-class variance swapping technique for simulation experiments

Song, Wheyming Tina; Su, Chien-Chou - In: Operations research letters 23 (1998) 1, pp. 63

Persistent link: https://www.econbiz.de/10006845391

A five-class variance swapping rule for simulation experiments: A correlated-blocks design

Song, Wheyming Tina; Chiu, Wenchi - In: IIE transactions / Institute of Industrial Engineers, … 39 (2007) 7, pp. 713-722

Persistent link: https://www.econbiz.de/10007731984

A finite-memory algorithm for estimating the variance of the sample mean

Song, Wheyming Tina - In: IIE transactions / Institute of Industrial Engineers, … 39 (2007) 7, pp. 703-712

Persistent link: https://www.econbiz.de/10007731985

Run length not required: Optimal-mse dynamic batch means estimators for steady-state simulations

Song, Wheyming Tina; Chih, Mingchang - In: European journal of operational research : EJOR 229 (2013) 1, pp. 114-123

Persistent link: https://www.econbiz.de/10010104955

Run length not required: Optimal-mse dynamic batch means estimators for steady-state simulations

Song, Wheyming Tina; Chih, Mingchang - In: European Journal of Operational Research 229 (2013) 1, pp. 114-123

This paper addresses the estimation of the variance of the sample mean from steady-state simulations without requiring the knowledge of simulation run length a priori. Dynamic batch means is a new and useful approach to implementing the traditional batch means in limited memory without the...

Persistent link: https://www.econbiz.de/10010664729

On the estimation of optimal batch sizes in the analysis of simulation output

Song, Wheyming Tina - In: European Journal of Operational Research 88 (1996) 2, pp. 304-319

Persistent link: https://www.econbiz.de/10005283608