A MISSPECIFICATION TEST FOR SIMULATION METAMODELS

Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)Not applicablepeer-review

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Detail(s)

Original languageEnglish
Title of host publication2017 Winter Simulation Conference (WSC)
PublisherIEEE
Pages1938-1949
ISBN (Electronic)9781538634288
StatePublished - Jan 2018

Publication series

NameSimulation Winter Conference
PublisherIEEE
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.

2017 Winter Simulation Conference (WSC). IEEE, 2018. p. 1938-1949 (Simulation Winter Conference).

Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)Not applicablepeer-review