Central limit theorems for permuted regenerative estimators

Central limit theorems for permuted regenerative estimators

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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: ,
Keywords: probability
Abstract:

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.

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