Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation

DOI10.1145/3122864MaRDI QIDQ6173269zbMATH OpenOpenAlexFDO

Authors Christos Alexopoulos, David Goldsman, Anup C. Mokashi, James R. Wilson

Publication date 21 July 2023

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/3122864

zbMATH Keywords

maximum transformation methodmethod of batchingmethod of sectioningquantile estimationsequential proceduresteady-state simulation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

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