Automated estimation and variance reduction via control variates for infinite-horizon simulations
Computers and Operations Research
Restricted subset selection procedures for simulation
Operations Research
New confidence interval estimators using standardized time series
Management Science
Properties of standardized time series weighted area variance estimators
Management Science
Operations Research
Variance of the sample mean: properties and graphs of quadratic-form estimators
Operations Research
Multivariate batch means and control variates
Management Science
Weighted batch means for confidence intervals in steady-state simulations
Management Science
Two-stage stopping procedures based on standardized time series
Management Science
Optimal mean-squared-error batch sizes
Management Science
WSC '95 Proceedings of the 27th conference on Winter simulation
Asymptotic and finite-sample correlations between OBM estimators
WSC '93 Proceedings of the 25th conference on Winter simulation
Optimal quadratic-form estimator of the variance of the sample mean
Proceedings of the 29th conference on Winter simulation
New development of optimal computing budget allocation for discrete event simulation
Proceedings of the 29th conference on Winter simulation
Computing budget allocation for simulation experiments with different system structure
Proceedings of the 30th conference on Winter simulation
Two-stage multiple-comparison procedures for steady-state simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Methods for selecting the best system
WSC '91 Proceedings of the 23rd conference on Winter simulation
Multivariate simulation output analysis
WSC '91 Proceedings of the 23rd conference on Winter simulation
Minimal-MSE linear combinations of variance estimators of the sample mean
WSC '88 Proceedings of the 20th conference on Winter simulation
Variance reduction for simulation practitioners
WSC '87 Proceedings of the 19th conference on Winter simulation
Automated estimation and variance reduction for steady-state simulations
WSC '86 Proceedings of the 18th conference on Winter simulation
Batch-size effects on simulation optimization using multiple comparisons with the best
WSC' 90 Proceedings of the 22nd conference on Winter simulation
Use of common random numbers in comparing alternatives
WSC' 90 Proceedings of the 22nd conference on Winter simulation
WSC' 90 Proceedings of the 22nd conference on Winter simulation
Confidence intervals using orthonormally weighted standardized time series
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Interactive analysis of simulation output by the method of batch means
WSC '79 Proceedings of the 11th conference on Winter simulation - Volume 2
Overlapping batch means: something for nothing?
WSC '84 Proceedings of the 16th conference on Winter simulation
Overlapping variance estimators for simulations
WSC '04 Proceedings of the 36th conference on Winter simulation
Statistical selection of the best system
WSC '05 Proceedings of the 37th conference on Winter simulation
Linear combinations of overlapping variance estimators for simulations
WSC '05 Proceedings of the 37th conference on Winter simulation
Recent advances in ranking and selection
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Proceedings of the 40th Conference on Winter Simulation
Overlapping Variance Estimators for Simulation
Operations Research
Efficient Computation of Overlapping Variance Estimators for Simulation
INFORMS Journal on Computing
Performance of folded variance estimators for simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
Operations Research Letters
Operations Research Letters
Analysis of initial transient deletion for replicated steady-state simulations
Operations Research Letters
Estimating the asymptotic variance with batch means
Operations Research Letters
Some properties of simulation interval estimators under dependence induction
Operations Research Letters
Overlapping batch means: something more for nothing?
Proceedings of the Winter Simulation Conference
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The method of non-overlapping batch means is the standard for constructing a confidence interval for the mean of a steady-state simulation output. In "Batch Size Effects in the Analysis of Simulation Output," published in Operations Research in 1982, Schmeiser recast the problem of selecting a batch size by examining the marginal benefit of attaining the largest number of batches (smallest batch size) that still yields a valid confidence interval. His formulation of the problem, and the conclusions he reached, influenced nearly all later work on batching and batching algorithms for confidence-interval estimation.