TY - GEN
T1 - A MISSPECIFICATION TEST FOR SIMULATION METAMODELS
AU - Wang, Shiyu
AU - Liu, Guangwu
AU - Zhang, Kun
PY - 2017/12
Y1 - 2017/12
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85044505547&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-85044505547&origin=recordpage
U2 - 10.1109/WSC.2017.8247929
DO - 10.1109/WSC.2017.8247929
M3 - RGC 32 - Refereed conference paper (with host publication)
SN - 978-1-5386-3430-1
T3 - Proceedings - Winter Simulation Conference
SP - 1938
EP - 1949
BT - Proceedings of the 2017 Winter Simulation Conference
PB - Institute of Electrical and Electronics Engineers, Inc.
T2 - 2017 Winter Simulation Conference, WSC 2017
Y2 - 3 December 2017 through 6 December 2017
ER -