A general framework for the asymptotic validity of two-stage procedures for selection and multiple comparisons with consistent variance estimators

Document Type

Conference Proceeding

Publication Date

12-1-2009

Abstract

We consider two-stage procedures for selection and multiple comparisons, where the variance parameter is estimated consistently. We examine conditions under which the procedures are asymptotically valid in a general framework. Our proofs of asymptotic validity require that the estimators at the end of the second stage are asymptotically normal, so we require a random-time-change central limit theorem. We explain how the assumptions hold for comparing means in transient simulations, steady-state simulations and quantile estimation, but the assumptions are also valid for many other problems arising in simulation studies. ©2009 IEEE.

Identifier

77951560074 (Scopus)

ISBN

[9781424457700]

Publication Title

Proceedings Winter Simulation Conference

External Full Text Location

https://doi.org/10.1109/WSC.2009.5429685

ISSN

08917736

First Page

716

Last Page

722

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