Assessing and Visualizing Simultaneous Simulation Error
Author:
Affiliation:
1. Department of Statistics, University of California, Riverside, Riverside, CA;
2. Department of Mathematics and Statistics, Indian Institute of Technology Kanpur, Kanpur, India;
3. School of Statistics, University of Minnesota, Minneapolis, MN
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/10618600.2020.1824871
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1. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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5. Basic Properties of Strong Mixing Conditions
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