Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
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Cites work
- A Batching Approach to Quantile Estimation in Regenerative Simulations
- A central limit theorem for iterated random functions
- A note on bias and mean squared error in steady-state quantile estimation
- A note on empirical processes of strong-mixing sequences
- A Note on Quantiles in Large Samples
- A Sequential Procedure for Determining the Length of a Steady-State Simulation
- A unified framework for numerically inverting Laplace transforms
- Approximation Theorems of Mathematical Statistics
- ASAP3: a batch means procedure for steady-state simulation analysis
- Asymptotic spectral theory for nonlinear time series
- Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Basic properties of strong mixing conditions. A survey and some open questions
- Bias Considerations in Simulation Experiments
- Correlation-induction techniques for estimating quantiles in simulation experiments
- Distribution of the Ratio of the Mean Square Successive Difference to the Variance
- Estimating steady-state distributions via simulation-generated histograms
- Evaluation of startup policies in simulation experiments
- Generalized autoregressive conditional heteroscedasticity
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- Limit theorems for iterated random functions
- N-Skart: A Nonsequential Skewness- and Autoregression-Adjusted Batch-Means Procedure for Simulation Analysis
- Numerical computation of response time distributions using stochastic reward nets
- On the Bahadur representation of sample quantiles for dependent sequences
- On the marginal standard error rule and the testing of initial transient deletion methods
- On the validity of the batch quantile method for Markov chains
- Optimal Mean-Squared-Error Batch Sizes
- Order Statistics
- Performance of a wavelet-based spectral procedure for steady-state simulation analysis
- Probabilistic Error Bounds for Simulation Quantile Estimators
- Quantile and tolerance-interval estimation in simulation
- Quantile Estimation in Dependent Sequences
- Quantile estimation with Latin hypercube sampling
- Random coefficient autoregressive models: an introduction
- Simulating stable stochastic systems, V: Comparison of ratio estimators
- Simulating Stable Stochastic Systems, VI: Quantile Estimation
- Stochastic simulation: Algorithms and analysis
- The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
- The Percentile Points of Distributions Having Known Cumulants
- The serial correlation coefficients of waiting times in a stationary single server queue
Cited in
(6)- Quantile and tolerance-interval estimation in simulation
- On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation
- A Sequential Stopping Rule for a Steady-State Simulation Based on Time-Series Forecasting
- On dealing with the unknown population minimum in parametric inference
- Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation
- Estimating steady-state distributions via simulation-generated histograms
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