Power comparisons for the multivariate batch-means method

It is suggested that the multivariate batch-means (MBM) method of analyzing simulation output has the potential to be a widely-used tool by practitioners. The author presents a power comparison of selected statistics that can be used for choosing the batches, which is one of the key elements in the successful use of the MBM method. Explicit procedures are given for five batch-selection criteria, and some guidelines for the proper use of the MBM method are stated.<<ETX>>