A note on bias and mean squared error in steady-state quantile estimation
type: Item
instance of: scholarly article
title: A note on bias and mean squared error in steady-state quantile estimation
zbMATH Open document ID: 1408.62059
author: David F. Muñoz
author: Adán Ramírez-López
published in: Operations Research Letters
publication date: 2018-09-28T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6945373
zbMATH Keywords: quantile estimation
zbMATH Keywords: steady-state simulation
zbMATH Keywords: simulation output analysis
zbMATH Keywords: batch means
MaRDI profile type: Publication
full work available at URL: j.orl.2015.05.003
OpenAlex ID: W306184754
Wikidata QID: Q61039779
cites work: A Note on Quantiles in Large Samples
cites work: Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
cites work: Markov Chains and Stochastic Stability
cites work: On the validity of the batch quantile method for Markov chains
cites work: A Batch Means Methodology for Estimation of a Nonlinear Function of a Steady-State Mean
cites work: The Bahadur representation for sample quantiles under weak dependence
cites work: On the Bahadur representation of sample quantiles for dependent sequences
cites work: On the Bahadur representation of sample quantiles for mixing processes
cites work: The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
DOI: 10.1016/J.ORL.2015.05.003
description: scientific article; zbMATH DE number 6945373