@article{mokashi_tejada_yousefi_xu_wilson_tafazzoli_steiger_2010, title={PERFORMANCE COMPARISON OF MSER-5 AND N-SKART ON THE SIMULATION START-UP PROBLEM}, ISSN={["0891-7736"]}, DOI={10.1109/wsc.2010.5679094}, abstractNote={We summarize some results from an extensive performance comparison of the procedures MSER-5 and N-Skart for handling the simulation start-up problem. We assume a fixed-length simulation-generated time series from which point and confidence-interval (CI) estimators of the steady-state mean are sought. MSER-5 uses the data-truncation point that minimizes the half-length of the usual batch-means CI computed from the truncated data set. N-Skart uses a randomness test to determine the data-truncation point beyond which spaced batch means are approximately independent of each other and the simulation's initial condition; then using truncated nonspaced batch means, N-Skart exploits separate adjustments to the CI half-length that account for the effects on the distribution of the underlying Student's t-statistic arising from skewness and autocorrelation of the batch means. In most of the test problems, N-Skart's point estimator had smaller bias than that of MSER-5; moreover in all cases, N-Skart's CI estimator outperformed that of MSER-5.}, journal={PROCEEDINGS OF THE 2010 WINTER SIMULATION CONFERENCE}, author={Mokashi, Anup C. and Tejada, Jeremy J. and Yousefi, Saeideh and Xu, Tianxiang and Wilson, James R. and Tafazzoli, Ali and Steiger, Natalie M.}, year={2010}, pages={971–982} }