The following pages link to Marvin K. Nakayama (Q884057):
Displaying 30 items.
- Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations (Q884058) (← links)
- Asymptotically valid single-stage multiple-comparison procedures (Q998989) (← links)
- Multiple-comparison procedures for steady-state simulations (Q1383089) (← links)
- Permuted derivative and importance-sampling estimators for regenerative simulations. (Q1429938) (← links)
- A sampling procedure to estimate risk probabilities in access-control security systems (Q1971996) (← links)
- Multiple comparisons with the best using common random numbers for steady-state simulations (Q1973279) (← links)
- SIMULATION OF PROCESSES WITH MULTIPLE REGENERATION SEQUENCES (Q2711574) (← links)
- On Derivative Estimation of the Mean Time to Failure in Simulations of Highly Reliable Markovian Systems (Q2770088) (← links)
- Likelihood Ratio Derivative Estimation for Finite-Time Performance Measures in Generalized Semi-Markov Processes (Q2784047) (← links)
- Using permutations in regenerative simulations to reduce variance (Q4241212) (← links)
- Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems (Q4287607) (← links)
- Two-Stage Stopping Procedures Based on Standardized Time Series (Q4320783) (← links)
- Central Limit Theorems for Permuted Regenerative Estimators (Q4530663) (← links)
- The semi-regenerative method of simulation output analysis (Q4565373) (← links)
- Two-stage multiple-comparison procedures for steady-state simulations (Q4575333) (← links)
- Quantile Estimation with Latin Hypercube Sampling (Q4602479) (← links)
- On deriving and incorporating multihop path duration estimates in VANET protocols (Q4635176) (← links)
- Confidence intervals for quantiles when applying variance-reduction techniques (Q4635188) (← links)
- QUICK SIMULATION METHODS FOR ESTIMATING THE UNRELIABILITY OF REGENERATIVE MODELS OF LARGE, HIGHLY RELIABLE SYSTEMS (Q4659711) (← links)
- General conditions for bounded relative error in simulations of highly reliable Markovian systems (Q4715302) (← links)
- On finite exponential moments for branching processes and busy periods for queues (Q4822466) (← links)
- Asymptotics of Likelihood Ratio Derivative Estimators in Simulations of Highly Reliable Markovian Systems (Q4849401) (← links)
- A characterization of the simple failure-biasing method for simulations of highly reliable Markovian Systems (Q4876048) (← links)
- A Markovian Dependability Model with Cascading Failures (Q4974908) (← links)
- A Tutorial on Quantile Estimation via Monte Carlo (Q5117919) (← links)
- Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques (Q5176488) (← links)
- Resampled Regenerative Estimators (Q5270744) (← links)
- Permuted Standardized Time Series for Steady-State Simulations (Q5387983) (← links)
- Monte Carlo Methods for Economic Capital (Q6202348) (← links)
- Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods (Q6639398) (← links)
