-parameter distributions are considered in a simulation study. We argue that the presence of positive bias may be desirable in …

simulation study illustrates the three-phase selection setup and the practical performance of the derived point and variance …

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

in latent-variable and other models estimated through simulation-based methods. In both re-parameterizations the …, and discusses the potential comparative advantages of using them in the context of regression modeling and simulation …

queueing systems. The conclusions of this experiment are that (i) the old test rejects a valid simulation model substantially … simulation model, the higher its probability of acceptance; and (iii) the novel test does not reject a valid simulation model too …

Simulation estimators, such as indirect inference or simulated maximum likelihood, are successfully employed for … variance suffers from an additional component, which depends on the stochastic simulation involved in the estimation procedure …. To reduce this undesirable effect, one could increase the number of simulations (or the length of each simulation) and …