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)
Advanced output analysis for simulation
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)
A review of advanced methods for simulation output analysis
WSC '94 Proceedings of the 26th conference on Winter simulation
Advanced methods for simulation output analysis
WSC '95 Proceedings of the 27th conference on Winter simulation
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
Advanced simulation output analysis for a single system
WSC '93 Proceedings of the 25th conference on Winter simulation
Advanced methods for simulation output analysi8
Proceedings of the 30th conference on Winter simulation
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
Power comparisons for the multivariate batch-means method
WSC' 90 Proceedings of the 22nd conference on Winter simulation
Output analysis: output analysis for simulations
Proceedings of the 32nd conference on Winter simulation
Output analysis: output data analysis for simulations
Proceedings of the 33nd conference on Winter simulation
Statistical analysis of simulation output: output data analysis for simulations
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Review of advanced methods for simulation output analysis
WSC '05 Proceedings of the 37th conference on Winter simulation
A comprehensive review of methods for simulation output analysis
Proceedings of the 38th conference on Winter simulation
Statistical analysis of simulation output: state of the art
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Hi-index | 0.00 |
Methods are presented for computing a joint confidence region and simultaneous confidence intervals for the mean of multivariate observations from a simulation operating in steady-state. These methods place observations into batches and use the batch means to compute the confidence region or confidence intervals. As sequential method to determine the batch size that assures independence among the multivariate batch means is presented and empirical studies are used to demonstrate the performance and properties of these methods.