Statistics Seminar:: Overlapping Overlapping Variance Estimators for Simulations
We introduce new estimators for the variance parameter of a steady-state simulation output
process. The new estimators are linear combinations of estimators formed from overlapped
versions of standardized time series and/or batch means estimators using different batch sizes.
These "overlapping overlapping" estimators have both lower bias and variance than their original
overlapping (without linear combinations) counterparts. The work is joint with Tuba Aktaran.
- Workflow Status: Published
- Created By: Barbara Christopher
- Created: 10/08/2010
- Modified By: Fletcher Moore
- Modified: 10/07/2016