Applied multivariate statistical analysis
Applied multivariate statistical analysis
Multivariate inference in stationary simulation using batch means
WSC '87 Proceedings of the 19th conference on Winter simulation
Principles of Discrete Event Simulation
Principles of Discrete Event Simulation
Steady-state simulation of queueing processes: survey of problems and solutions
ACM Computing Surveys (CSUR)
Factor screening of multiple responses
WSC '92 Proceedings of the 24th conference on Winter simulation
A sequential procedure for simultaneous estimation of several means
ACM Transactions on Modeling and Computer Simulation (TOMACS)
WSC '95 Proceedings of the 27th conference on Winter simulation
Statistical analysis of output processes
WSC '93 Proceedings of the 25th conference on Winter simulation
Batching methods in simulation output analysis: what we know and what we don't
WSC '96 Proceedings of the 28th conference on Winter simulation
Comparison of Bayesian and frequentist assessments of uncertainty for selecting the best system
Proceedings of the 30th conference on Winter simulation
Multivariate simulation output analysis
WSC '91 Proceedings of the 23rd conference on Winter simulation
Power comparisons for the multivariate batch-means method
WSC' 90 Proceedings of the 22nd conference on Winter simulation
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Three previously proposed methods for constructing joint confidence regions on the mean of multivariate simulation output are described and tested using data generated by Gaussian vector autoregressive moving average models. The methods that use an estimate of the variance-covariance matrix of the data are found to yield regions with lower volumes than the method that does not use an estimate of the variance-covariance matrix. The experimental design included the factors run length, dimension, autocorrelation and cross correlation.