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Efficient global optimisation for black-box simulation via sequential intrinsic Kriging

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Specification tests for GARCH processes

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A reality check for data snooping

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Bootstrapping the information matrix test

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Model selection uncertainty and dynamics models

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A consistent model specification test based on the kernel sum of squares of residuals

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Nonparametric bootstrap specification testing in econometric models

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Specification search and levels of significance in econometric models

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Simulation Experiments in Practice : Statistical Design and Regression Analysis

Kleijnen, Jack P. C. - 2007

Input/Output (I/O) data. Statistical theory proves that more information is obtained when applying Design Of Experiments … (DOE) and linear regression analysis. Unfortunately, classic theory assumes a single simulation response that is normally …

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