Pages that link to "Item:Q3114834"

The following pages link to Probabilistic Error Bounds for Simulation Quantile Estimators (Q3114834):

Displaying 15 items.

• Quantile regression metamodeling: toward improved responsiveness in the high-tech electronics manufacturing industry (Q1694337) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
• Quantile estimation with adaptive importance sampling (Q2380103) (← links)
• Efficient Sampling Allocation Procedures for Optimal Quantile Selection (Q4995067) (← links)
• Selecting the Best Alternative Based on Its Quantile (Q4995094) (← links)
• A Tutorial on Quantile Estimation via Monte Carlo (Q5117919) (← links)
• Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations (Q5129188) (← links)
• Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall (Q5131004) (← links)
• Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques (Q5176488) (← links)
• Distribution-Invariant Risk Measures, Entropy, and Large Deviations (Q5443699) (← links)
• Performance evaluation of output analysis methods in steady-state simulations (Q5965340) (← links)
• Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)
• Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles (Q6064340) (← links)
• A simulation-based method for estimating systemic risk measures (Q6087550) (← links)