Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation

DOI10.1145/3122864zbMath1515.62017OpenAlexW2768123302MaRDI QIDQ6173269

Anup C. Mokashi, James R. Wilson, David Goldsman, Christos Alexopoulos

Publication date: 21 July 2023

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/3122864

zbMATH Keywords

quantile estimationsequential proceduresteady-state simulationmethod of batchingmethod of sectioningmaximum transformation method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

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