Quantile and tolerance-interval estimation in simulation

DOI10.1016/j.ejor.2004.04.040zbMath1102.62085OpenAlexW2147315108MaRDI QIDQ2569046

W. David Kelton, E.~Jack Chen

Publication date: 17 October 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.04.040

zbMATH Keywords

simulationquantile estimationnonparametrictolerance intervaloutput analysis

Mathematics Subject Classification ID

Related Items (8)

Technology scoring model for reflecting evaluator's perception within confidence limits ⋮ Stochastic dominance based comparison for system selection ⋮ Imprecise expectations for imprecise linear filtering ⋮ Quantile regression metamodeling: toward improved responsiveness in the high-tech electronics manufacturing industry ⋮ Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations ⋮ Estimating steady-state distributions via simulation-generated histograms ⋮ A quantile-based approach to system selection ⋮ Selecting the Best Alternative Based on Its Quantile

Cites Work

• Low-storage quantile estimation
• Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments
• Control Variates for Probability and Quantile Estimation
• Quantile Estimation in Dependent Sequences
• Control Variates for Quantile Estimation
• A Batching Approach to Quantile Estimation in Regenerative Simulations
• Simulating Stable Stochastic Systems, VI: Quantile Estimation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Quantile and tolerance-interval estimation in simulation