1 Ocak 2015 Konferans bildirisi Açık Erişim

Dingec, Kemal Dincer; Alexopoulos, Christos; Goldsman, David; Wilson, James R.; Chiu, Wenchi; Aktaran-Kalayci, Tuba

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    <subfield code="a">We develop new point estimators for the variance parameter of a steady-state simulation process. The estimators are based on jackknifed versions of nonoverlapping batch means, overlapping batch means, and standardized time series variance estimators. The new estimators have reduced bias and can be manipulated to reduce their variance and mean-squared error compared with their predecessors, facts which we demonstrate analytically and empirically.</subfield>
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