A MISSPECIFICATION TEST FOR SIMULATION METAMODELS

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review

2 Scopus Citations
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Detail(s)

Original languageEnglish
Title of host publicationProceedings of the 2017 Winter Simulation Conference
PublisherInstitute of Electrical and Electronics Engineers, Inc.
Pages1938-1949
ISBN (electronic)978-1-5386-3428-8
ISBN (print)978-1-5386-3430-1
Publication statusPublished - Dec 2017

Publication series

NameProceedings - Winter Simulation Conference
ISSN (Print)0891-7736
ISSN (electronic)1558-4305

Conference

Title2017 Winter Simulation Conference, WSC 2017
PlaceUnited States
CityLas Vegas
Period3 - 6 December 2017

Abstract

In this paper we propose a novel misspecification test for simulation metamodels. It is a consistent test that helps to assess the adequacy of simulation metamodels. The test statistic we construct is shown to be asymptotically normally distributed under the null hypothesis that the metamodel is correct, while diverging to infinity at a rate of √n, where n is the test sample size if the given metamodel is inadequate. Furthermore, as a by-product, we construct confidence intervals for mean squared errors of the metamodels. Preliminary numerical studies show that the test works quite well and has good finite-sample properties.

Citation Format(s)

A MISSPECIFICATION TEST FOR SIMULATION METAMODELS. / Wang, Shiyu; Liu, Guangwu; Zhang, Kun.
Proceedings of the 2017 Winter Simulation Conference. Institute of Electrical and Electronics Engineers, Inc., 2017. p. 1938-1949 (Proceedings - Winter Simulation Conference).

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review