Probabilistic Error Bounds for Simulation Quantile Estimators
Year of publication: |
2003
|
---|---|
Authors: | Jin, Xing ; Fu, Michael C. ; Xiong, Xiaoping |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 49.2003, 2, p. 230-246
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | quantile estimation | simulation | variance reduction | latin hypercube sampling |
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