Adaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulation-Reference-Cited by-同舟云学术

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Adaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulation

Published:2020-01-14 Issue:15 Volume:50 Page:3632-3644
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Kebaili Siham¹,Ourbih-Tari Megdouda¹²,Aloui Abdelouhab³,Guebli Sofia¹

Affiliation:

1. Laboratoire de Mathématiques appliquées, Faculté des Sciences Exactes, Université de Bejaia, Bejaia, Algeria

2. Institut des Sciences, Centre Universitaire Morsli Abdellah de Tipaza, Tipaza, Algeria

3. LiMed, Faculté des Sciences Exactes, Université de Bejaia, Bejaia, Algeria

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2019.1709645

Reference20 articles.

1. A general purpose module using refined descriptive sampling for installation in simulation systems

2. Large-sample variance of simulation using refined descriptive sampling: Case of independent variables

3. Simulation of spatially correlated wind power in small geographic areas—Sampling methods and evaluation

4. Monte Carlo

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1. Multi-period descriptive sampling for scenario generation applied to the stochastic capacitated lot-sizing problem;OR Spectrum;2024-01-25

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