Selection procedures with standardized time series variance estimators

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Selection procedures with standardized time series variance estimators

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Winter Simulation Conference archive
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1 table of contents

Phoenix, Arizona, United States

Pages: 382 - 388

Year of Publication: 1999

ISBN:0-7803-5780-9

Authors

David Goldsman	School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA
William S. Marshall	School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA

Sponsors

ACM: Association for Computing Machinery
SIGSIM: ACM Special Interest Group on Simulation and Modeling

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 0, Downloads (12 Months): 3, Citation Count: 2

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Bechhofer, R. E., T. J. Santner and D. Goldsman. 1995. Design and Analysis of Experiments for Statistical Selection, Screening and Multiple Comparisons.New York: John Wiley.
	2	Dudewicz, E. J., and S. R. Dalal. 1975. Allocation of obser-vations in ranking and selection with unequal variances. Sankhy~ a B37:28-78.
	3	Dudewicz, E. J., and N. A. Zaino, Jr. 1977. Allowance for correlation in setting simulation run-length via ranking-andselection procedures. TIMS Studies in the Man-agement Sciences 7:51-61.
	4	Jean Dickinson Gibbons , Ingram Olkin , Milton Sobel, Selecting and ordering populations: a new statistical methodology, Society for Industrial and Applied Mathematics, Philadelphia, PA, 1999
	5	P. W. Glynn , D. L. Iglehart, Simulation output analysis using standardized time series, Mathematics of Operations Research, v.15 n.1, p.1-16, Feb. 1990 [doi>10.1287/moor.15.1.1]
	6	David Goldsman, Ranking and selection procedures using standardized time series, Proceedings of the 17th conference on Winter simulation, p.120-124, December 11-13, 1985, San Francisco, California, United States [doi>10.1145/21850.253094]
	7	David Goldsman , Keebom Kang , Andrew F. Seila, Cramer-Von Mises Variance Estimators for Simulations, Operations Research, v.47 n.2, p.299-309, February 1999 [doi>10.1287/opre.47.2.299]
	8	D. Goldsman , M. Meketon , L. Schruben, Properties of standardized time series weighted area variance estimators, Management Science, v.36 n.5, p.602-612, May 1990 [doi>10.1287/mnsc.36.5.602]
	9	David Goldsman , Barry L. Nelson, Statistical screening, selection, and multiple comparison procedures in computer simulation, Proceedings of the 30th conference on Winter simulation, p.159-166, December 13-16, 1998, Washington, D.C., United States
	10	Goldsman, D., and B. L. Nelson. 1998b. Comparing systems via simulation. In Handbook of Simulation, ed. J. Banks, Chapter 8. New York: John Wiley.
	11	David Goldsman , Barry L. Nelson , Tracy Opicka , A. B. Pritsker, A ranking and selection project: experiences from a university-industry collaboration, Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future, p.83-92, December 05-08, 1999, Phoenix, Arizona, United States [doi>10.1145/324138.324165]
	12	D. Goldsman , L. Schruben, New confidence interval estimators using standardized time series, Management Science, v.36 n.3, p.393-397, Mar. 1990 [doi>10.1287/mnsc.36.3.393]
	13	Y. Hochberg , A. C. Tamhane, Multiple comparison procedures, John Wiley & Sons, Inc., New York, NY, 1987
	14	Hsu, J. C. 1984. Constrained simultaneous confidence intervals for multiple comparisons with the best. Annals of Statistics 12:1136-1144.
	15	Iglehart, D. L. 1977. Simulating stable stochastic systems, VII: Selecting the best system. TIMS Studies in the Management Sciences 7:37-50.
	16	Averill M. Law , W. David Kelton, Simulation Modeling and Analysis, McGraw-Hill Higher Education, 1997
	17	Matejcik, F. J., and B. L. Nelson. 1995. Two-stage multiple comparisons with the best for computer simulation. Operations Research 43:633-640.
	18	Marc S. Meketon , Bruce Schmeiser, Overlapping batch means: something for nothing?, Proceedings of the 16th conference on Winter simulation, p.226-230, December 28-30, 1984, Dallas, TX
	19	Barry L. Nelson , Frank J. Matejcik, Using common random numbers for indifference-zone selection and multiple comparisons in simulation, Management Science, v.41 n.12, p.1935-1945, Dec. 1995 [doi>10.1287/mnsc.41.12.1935]
	20	Nelson, B. L., J. Swann, D. Goldsman and W.-M. Song. 1998. Simple procedures for selecting the best system when the number of alternatives is large. Technical Report. Dept. of IEMS, Northwestern Univ., Evanston, Illinois.
	21	Rinott, Y. 1978. On two-stage selection procedures and related probability-inequalities. Comm. Stat.:Thy. and Meth. A7:799-811.
	22	Robert G. Sargent , Keebom Kang , David Goldsman, An investigation of finite-sample behavior of confidence interval estimators, Operations Research, v.40 n.5, p.898-913, Sept.–Oct. 1992 [doi>10.1287/opre.40.5.898]
	23	Schruben, L. W. 1983. Confidence interval estimation using standardized time series. Operations Research 31:1090-1108.
	24	David W. Sullivan , James R. Wilson, Restricted subset selection for normal populations with unknown and unequal variances, Proceedings of the 16th conference on Winter simulation, p.266-274, December 28-30, 1984, Dallas, TX
	25	D. W. Sullivan , J. R. Wilson, Restricted subset selection procedures for simulation, Operations Research, v.37 n.1, p.52-71, Jan.-Feb. 1989 [doi>10.1287/opre.37.1.52]
	26	Wilcox, R. R. 1984. Atable for Rinott's selection procedure. J. Quality Technology 16:97-100.

CITED BY 2

	Seong-Hee Kim , Barry L. Nelson, On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation, Operations Research, v.54 n.3, p.475-488, May-June 2006
	Christopher Healey , David Goldsman , Seong-Hee Kim, Ranking and selection techniques with overlapping variance estimators, Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come, December 09-12, 2007, Washington D.C.