On the robustness of batching estimators

Yingchieh Yeh; Bruce Schmeiser

doi:10.1016/j.orl.2003.09.002

On the robustness of batching estimators

Yingchieh Yeh, Bruce Schmeiser

工業管理研究所

研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

3 引文斯高帕斯（Scopus）

摘要

The study of an alternative robustness definition for batching estimators, related with the variance of sample mean, was investigated. The steady-state simulation experiments were considered for studying the estimators of sample mean variance. The alternative definition proved that the overlapping-batch-means (OBM) estimators possessed both the optimal mean squared error (MSE) and optimal robustness. The comparison results of different estimators based on MSE optimal performance and minimal asymptotic MSE were also discussed.

原文	???core.languages.en_GB???
頁（從 - 到）	293-298
頁數	6
期刊	Operations Research Letters
卷	32
發行號	3
DOIs	https://doi.org/10.1016/j.orl.2003.09.002
出版狀態	已出版 - 5月 2004

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10.1016/j.orl.2003.09.002

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KW - Standard error

KW - Statistical analysis

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On the robustness of batching estimators

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