Control Variates for Quantile Estimation

DOI10.1287/mnsc.36.7.835zbMath0711.62024OpenAlexW2031455838MaRDI QIDQ3497037

Barry L. Nelson, Jason C. Hsu

Publication date: 1990

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/5292

zbMATH Keywords

queueingsimulationmean squared errormaximum likelihoodconfidence intervalvariance reductionquantilescontrol variateunbiased testsinterval estimatorsstochastic activity network models

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Point estimation (62F10)

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