Performance of Skart: A Skewness- and Autoregression-Adjusted Batch Means Procedure for Simulation Analysis

Ali Tafazzoli, James R. Wilson, Emily K. Lada, Natalie M. Steiger. Performance of Skart: A Skewness- and Autoregression-Adjusted Batch Means Procedure for Simulation Analysis. INFORMS Journal on Computing, 23(2):297-314, 2011. [doi]

Abstract

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