Article ID: | iaor20022045 |
Country: | United States |
Volume: | 48 |
Issue: | 5 |
Start Page Number: | 776 |
End Page Number: | 787 |
Publication Date: | Sep 2000 |
Journal: | Operations Research |
Authors: | Nakayama Marvin K., Calvin James M. |
Keywords: | probability |
We prove strong laws of large numbers and central limit theorems for some permuted estimators from regenerative simulations. These limit theorems provide the basis for constructing asymptotically valid confidence intervals for the permuted estimators.