Efficient sampling allocation procedures for optimal quantile selection
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu, Ilya O. Ryzhov
| Year of publication: |
2021
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|---|---|
| Authors: | Peng, Yijie ; Chen, Chun-hung ; Fu, Michael ; Hu, Jian-Qiang ; Ryzhov, Ilya O. |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 33.2021, 1, p. 230-245
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| Subject: | ranking and selection | quantile optimization | Bayesian framework | dynamic sampling allocation | Stichprobenerhebung | Sampling | Theorie | Theory | Bayes-Statistik | Bayesian inference | Ranking-Verfahren | Ranking method | Allokation | Allocation | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2019.0946 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496377