Technical note: bootstrap-based budget allocation for nested simulation
Kun Zhang, Guangwu Liu, Shiyu Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Zhang, Kun ; Liu, Guangwu ; Wang, Shiyu |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 2, p. 1128-1142
|
| Subject: | bootstrap sampling | budget allocation | confidence intervals | nested simulation | Simulation | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Monte-Carlo-Simulation | Monte Carlo simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2020.2071 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013365858