Pages that link to "Item:Q2781117"
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The following pages link to Correlation-induction techniques for estimating quantiles in simulation experiments (Q2781117):
Displaying 17 items.
- A direct search method for unconstrained quantile-based simulation optimization (Q319799) (← links)
- The impact of sampling methods on bias and variance in stochastic linear programs (Q434168) (← links)
- Controlled stratification for quantile estimation (Q999679) (← links)
- Heuristic policies for the stochastic economic lot sizing problem with remanufacturing under service level constraints (Q1754288) (← links)
- On the distribution of integration error by randomly-shifted lattice rules (Q1952088) (← links)
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
- Quantile estimation with adaptive importance sampling (Q2380103) (← links)
- Quantile and tolerance-interval estimation in simulation (Q2569046) (← links)
- Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning (Q5087735) (← 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)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- On Figures of Merit for Randomly-Shifted Lattice Rules (Q5326103) (← links)
- Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles (Q6064340) (← links)
- Efficient estimation of extreme quantiles using adaptive kriging and importance sampling (Q6497763) (← links)
