CONTROL VARIATES FOR QUANTILE ESTIMATION

被引：39

作者：

HSU, JC ^{[1
]}

NELSON, BL ^{[1
]}

机构：

[1] OHIO STATE UNIV,DEPT IND & SYST ENGN,COLUMBUS,OH 43210

来源：

关键词：

D O I：

10.1287/mnsc.36.7.835

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：835 / 851

页数：17

共 25 条

[1]

[Anonymous], 1987, GUIDE SIMULATION

[2]

Becker RA, 1984, S INTERACTIVE ENV DA

[3]

BICKEL PJ, 1977, MATH STATISTICS

[4]

DAVID HA, 1981, ORDER STATISTICS

[5] INDIRECT ESTIMATION VIA L = LAMBDA W [J].

GLYNN, PW ;

WHITT, W .

[6]

Hammersley J.M., 1964, MONTE CARLO METHODS

[7]

HARRELL FE, 1982, BIOMETRIKA, V69, P635

[8] QUANTILE ESTIMATION IN DEPENDENT SEQUENCES [J].

HEIDELBERGER, P ;

LEWIS, PAW .

[9]

HOLLANDER M, 1973, NONPARAMETRIC STATIS

[10] SIMULATING STABLE STOCHASTIC SYSTEMS .6. QUINTILE ESTIMATION [J].

IGLEHART, DL .