Minimum mean-squared-error estimators for simulation experiments

@article{Donnelly1981MinimumME,
  title={Minimum mean-squared-error estimators for simulation experiments},
  author={J. Donnelly and R. E. Shannon},
  journal={Commun. ACM},
  year={1981},
  volume={24},
  pages={253-259}
}
The use of the mean-squared-error of the sample mean as a criterion for simulation experiments has been suggested in the literature. Interest in this criterion has led to the development of a proposed systematic methodology for obtaining a near optimal mean-squared-error estimator for the mean of a discrete, random event, autocorrelated process which has experienced a transient start-up condition. Application of the methodology to a pilot simulation process provides an experimenter with… Expand
10 Citations
Feature Article - Statistical Analysis of Simulation Output Data
  • A. Law
  • Computer Science
  • Oper. Res.
  • 1983
  • 79
Can we define a best estimator in simple 1-D cases ?
  • 1
  • PDF
Completely Recursive Least Squares and Its Applications
  • 1
  • Highly Influenced
A Fast Algorithm for Single Image Super-Resolution Reconstruction via Revised Statistical Prediction Model
  • Xiao-Lin Tian, Jinqiao Chen
  • Computer Science
  • 2016 International Conference on Information System and Artificial Intelligence (ISAI)
  • 2016
  • 2
Description of the Choquet Integral for tactical knowledge representation
  • 21
  • PDF
Intelligent bias-selection method for computational imaging on a CMOS imager
QAM and PSK Modulation Schemes under Impulsive Noise
  • 2
  • PDF