Multivariate output analysis in simulation: The state of the art

When we use simulations to estimate the performance of stochastic systems, the simulation is often driven by input models estimated from finite real-world data. A complete statistical characterization of system performance estimates requires quantifying ...

In the analysis of input and output models used in computer simulation, parametric bootstrapping provides an attractive alternative to asymptotic theory for constructing confidence intervals for unknown parameter values and functions involving such ...

U-statistics represent an important class of statistics arising from modeling quantities of interest defined by multi-subject responses such as the classic Mann-Whitney-Wilcoxon rank tests. However, classic applications of U-statistics are largely ...