Performance of Skart: A Skewness- and Autoregression-Adjusted Batch Means Procedure for Simulation Analysis
Published Online:31 Aug 2010https://doi.org/10.1287/ijoc.1100.0401
References
- Convergence of Probability Measures (1968) (John Wiley & Sons, New York) Google Scholar
- On the asymptotic theory of fixed-width sequential confidence intervals for the mean. Ann. Math. Statist. (1965) 36(2):457–462Crossref, Google Scholar
- An implementation of the batch means method. INFORMS J. Comput. (1997) 9(3):296–310Link, Google Scholar
- A wavelet-based spectral procedure for steady-state simulation analysis. Eur. J. Oper. Res. (2006) 174(3):1769–1801Crossref, Google Scholar
- Performance evaluation of recent procedures for steady-state simulation analysis. IIE Trans. (2006) 38(9):711–727Crossref, Google Scholar
- SBatch: A spaced batch means procedure for steady-state simulation analysis. J. Simulation (2008) 2(3):170–185Crossref, Google Scholar
- Performance of a wavelet-based spectral procedure for steady-state simulation analysis. INFORMS J. Comput. (2007) 19(2):150–160Link, Google Scholar
- Simulation Modeling and Analysis (2007) 4th ed.(McGraw-Hill, Boston) Google Scholar
- A sequential procedure for determining the length of a steady-state simulation. Oper. Res. (1979) 27(5):1011–1025Link, Google Scholar
- . Maple 9 Learning Guide (2003) (Waterloo Maple, Toronto) Google Scholar
- An extension of a theorem of Chow and Robbins on sequential confidence intervals for the mean. Ann. Math. Statist. (1969) 40(2):667–671Crossref, Google Scholar
- An analysis of variance test for normality (complete samples). Biometrika (1965) 52(3/4):591–611Crossref, Google Scholar
- Convergence properties of the batch means method for simulation output analysis. INFORMS J. Comput. (2001) 13(4):277–293Link, Google Scholar
- An improved batch means procedure for simulation output analysis. Management Sci. (2002) 48(12):1569–1586Link, Google Scholar
- , Yücesan E., Chen C.-H., Snowdon J. L., Charnes J. M. ASAP2: An improved batch means procedure for simulation output analysis. Proc. 2002 Winter Simulation Conf. Institute of Electrical and Electronics Engineers (2002) Piscataway, NJ:336–344Crossref, Google Scholar
- ASAP3: A batch means procedure for steady-state simulation analysis. ACM Trans. Model. Comput. Simulation (2005) 15(1):39–73Crossref, Google Scholar
- Skart: A skewness- and autoregression-adjusted batch-means procedure for simulation analysis. (2009) . Ph.D. dissertation, Edward P. Fitts Department of Industrial and Systems Engineering, North Carolina State University, RaleighGoogle Scholar
- Skart: A skewness- and autoregression-adjusted batch-means procedure for simulation analysis. IIE Trans. (2011) 43(2):110–128Crossref, Google Scholar
- N-Skart: A nonsequential skewness- and autoregression-adjusted batch-means procedure for simulation analysis. IEEE Trans. Automat. Control (2011) 56(2):254–264Crossref, Google Scholar
- , Mason S. J., Hill R. R., Mönch L., Rose O., Jefferson T., Fowler J. W. Skart: A skewness- and autoregression-adjusted batch-means procedure for simulation analysis. Proc. 2008 Winter Simulation Conf. (2008) Piscataway, NJ:387–395Institute of Electrical and Electronics EngineersCrossref, Google Scholar
- Distribution of the ratio of the mean square successive difference to the variance. Ann. Math. Statist. (1941) 12(4):367–395Crossref, Google Scholar
- A confidence interval and test for the mean of an asymmetric distribution. Comm. Statist. Theory Methods (2005) 34(4):753–766Crossref, Google Scholar

