Sequest : a sequential procedure for estimating quantiles in steady-state simulations
Christos Alexopoulos, David Goldsman, Anup C. Mokashi, Kai-Wen Tien, James R. Wilson
| Year of publication: |
2019
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|---|---|
| Authors: | Alexopoulos, Christos ; Goldsman, David Morris ; Mokashi, Anup C. ; Tien, Kai-Wen ; Wilson, James R. |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 67.2019, 4, p. 1162-1183
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| Subject: | quantile estimation | method of batching | method of sectioning | sequential procedure | steady-state simulation | Schätztheorie | Estimation theory | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2018.1829 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012062950