Kleijnen, Jack P.C.; Mehdad, E.; van Beers, W.C.M. - Tilburg University, Center for Economic Research - 2012
Abstract: Distribution-free bootstrapping of the replicated responses of a given discreteevent simulation model gives bootstrapped Kriging (Gaussian process) metamodels; we require these metamodels to be either convex or monotonic. To illustrate monotonic Kriging, we use an M/M/1 queueing...
