Pages that link to "Item:Q3321245"

The following pages link to Quantile Estimation in Dependent Sequences (Q3321245):

Displaying 20 items.

• Sequential quantiles via Hermite series density estimation (Q89436) (← links)
• Extreme quantile estimation for dependent data, with applications to finance (Q135341) (← links)
• Statistical analysis of steady-state simulations: Survey of recent progress (Q759472) (← links)
• Estimating steady-state distributions via simulation-generated histograms (Q941527) (← links)
• A quantile-based approach to system selection (Q1041001) (← links)
• Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
• Inference on heavy tails from dependent data (Q1876387) (← links)
• Stochastic dominance based comparison for system selection (Q1926783) (← links)
• Estimating high quantiles based on dependent circular data (Q2314466) (← links)
• Quantile and tolerance-interval estimation in simulation (Q2569046) (← links)
• Workload Portfolio Optimization for Virtualized Computer Systems Based on Semiparametric Quantile Function Estimation (Q3101560) (← links)
• (Q3843212) (← links)
• Modeling Persistent Trends in Distributions (Q4559709) (← links)
• Selecting the Best Alternative Based on Its Quantile (Q4995094) (← links)
• Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations (Q5129188) (← links)
• Kernel estimation of quantile sensitivities (Q5187931) (← links)
• A Hellinger distance approach to MCMC diagnostics (Q5219943) (← links)
• Nonparametric estimation of time-dependent quantiles in a simulation model (Q5220362) (← links)
• Simulation output analysis using the threshold bootstrap (Q5945196) (← links)
• Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)