Robustness properties and confidence interval reliability issues

MaRDI QIDQ3629716zbMATH OpenFDO

Authors Gerardo Rubino, Bruno Tuffin, Peter W. Glynn

Publication date 2 June 2009

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) Reliability and life testing (62N05)

Recommendations

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Cited in

(5)

• Issues in robustness analysis
• On continuity/discontinuity in robustness indicators
• Asymptotic robustness of estimators in rare-event simulation
• Balanced and approximate zero-variance recursive estimators for the network reliability problem
• Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods

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