A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
Applied multivariate statistical analysis
Applied multivariate statistical analysis
Multivariate inferences for regenerative simulations to a specified precision level
WSC '89 Proceedings of the 21st conference on Winter simulation
Multivariate batch means and control variates
Management Science
A sequential procedure for simultaneous estimation of several means
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Multivariate simulation output analysis
WSC '91 Proceedings of the 23rd conference on Winter simulation
A comparison of confidence region estimators for multivariate simulation output
WSC '88 Proceedings of the 20th conference on Winter simulation
Multivariate estimation and variance reduction in terminating and steady-state simulation
WSC '88 Proceedings of the 20th conference on Winter simulation
Multivariate inference in stationary simulation using batch means
WSC '87 Proceedings of the 19th conference on Winter simulation
Power comparisons for the multivariate batch-means method
WSC' 90 Proceedings of the 22nd conference on Winter simulation
Control of initialization bias in multivariate simulation response
Communications of the ACM - Special issue on simulation modeling and statistical computing
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Multivariate estimation in simulation
WSC '83 Proceedings of the 15th conference on Winter Simulation - Volume 2
Output modeling: abc's of output analysis
Proceedings of the 33nd conference on Winter simulation
Thirty years of "batch size effects"
Proceedings of the Winter Simulation Conference
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This paper gives an overview of multivariate statistical techniques that can be useful for analyzing discrete-event simulation output, and describes some of the latest directions in research on multivariate output analysis. A general discussion is given of constructing joint confidence regions on the mean vector of multivariate output from independent replications of terminating models. The multivariate batch means method of simultaneous estimation of means from one long run of steady-state simulation models is described. References are also given for autoregressive, spectral analysis and regenerative methods of inference, as well as variance-reduction and sequential techniques.