A MISSPECIFICATION TEST FOR SIMULATION METAMODELS
Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
Original language | English |
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Title of host publication | Proceedings of the 2017 Winter Simulation Conference |
Publisher | Institute of Electrical and Electronics Engineers, Inc. |
Pages | 1938-1949 |
ISBN (electronic) | 978-1-5386-3428-8 |
ISBN (print) | 978-1-5386-3430-1 |
Publication status | Published - Dec 2017 |
Publication series
Name | Proceedings - Winter Simulation Conference |
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ISSN (Print) | 0891-7736 |
ISSN (electronic) | 1558-4305 |
Conference
Title | 2017 Winter Simulation Conference, WSC 2017 |
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Place | United States |
City | Las Vegas |
Period | 3 - 6 December 2017 |
Link(s)
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).
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 Works › RGC 32 - Refereed conference paper (with host publication) › peer-review