457 citations · 696 across the 72 of their papers we have counts for
Showing 2016 · stat.MEShow all
2 papers · 2 filters
stat.ME2016
Sensitivity to Serial Dependency of Input Processes: A Robust Approach
Henry Lam
Procedures in assessing the impact of serial dependency on performance analysis are usually built on parametrically specified models. In this paper, we propose a robust, nonparamet…
stat.ME2016★ 4 cited
The Empirical Likelihood Approach to Quantifying Uncertainty in Sample Average Approximation
Henry Lam, Enlu Zhou
We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical u…