Efficient sampling allocation procedures for optimal quantile selection
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
|
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 |
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