A Flexible Method for Estimating Inverse Distribution Functions in Simulation Experiments

DOI10.1287/IJOC.6.4.342MaRDI QIDQ4319317zbMATH OpenOpenAlexFDO

Authors Athanassios N. Avramidis, James R. Wilson

Publication date 13 February 1995

Published in ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.6.4.342

zbMATH Keywords

Johnson distributionsMonte Carlo studyinverse distributionconstrained nonlinear regressionIDPFJohnson translation systemdistribution-fittingdiscrete-event simulation modelsvariate- generation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99) Parametric inference (62F99) Applications of statistics (62P99) Nonparametric inference (62G99)

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(2)

• Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance
• Simulation input data modeling

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