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On estimating quantile sensitivities via infinitesimal perturbation analysis

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Computing sensitivities for distortion risk measures

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Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling

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Efficient Design and Sensitivity Analysis of Control Charts Using Monte Carlo Simulation

Fu, Michael C.; Hu, Jian-Qiang - In: Management Science 45 (1999) 3, pp. 395-413

The design of control charts in statistical quality control addresses the optimal selection of the design parameters (such as the sampling frequency and the control limits) and includes sensitivity analysis with respect to system parameters (such as the various process parameters and the...

Persistent link: https://www.econbiz.de/10009214156