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Quantile Estimation in Dependent Sequences
7 references·10 citing·34 second hop
Quantile Estimation in Dependent Sequences (1984)Quantile Estimation in Dependent SequencesSimulation Run Length Control in the Presence of an Initial Transient (1983)Simulation Run Length Control…A spectral method for confidence interval generation and run length control in simulations (1981)A spectral method for confide…Principles of Discrete Event Simulation. (1980)Principles of Discrete Event …A Sequential Procedure for Determining the Length of a Steady-State Simulation (1979)A Sequential Procedure for De…Theory, Volume 1, Queueing Systems (1975)Theory, Volume 1, Queueing Sy…Queueing Systems. Volume 1: Theory (1975)Queueing Systems. Volume 1: T…A Stochastic Approximation Method (1951)A Stochastic Approximation Me…Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations (2009)Pathwise Estimation of Probab…Kernel estimation of quantile sensitivities (2009)Kernel estimation of quantile…Indirect cycle time quantile estimation using the Cornish–Fisher expansion (2009)Indirect cycle time quantile …A quantile-based approach to system selection (2009)A quantile-based approach to …Estimating steady-state distributions via simulation-generated histograms (2006)Estimating steady-state distr…Statistical selection of the best system (2005)Statistical selection of the …Simulation-based dynamic optimization: planning United States Coast Guard law enforcement patrols (2005)Simulation-based dynamic opti…Quantile and tolerance-interval estimation in simulation (2004)Quantile and tolerance-interv…Simulation-based estimation of quantiles (1999)Simulation-based estimation o…Estimation of percentiles in discrete event simulation (1982)Estimation of percentiles in …Gradient Estimation via Perturbation Analysis (1991)Estimating Security Price Derivatives Using Simulation (1996)Simulation modeling and analysis (1999)Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis (2015)Concepts and Methods in Discrete Event Digital Simulation. (1975)Fundamentals of Queueing Theory. (1977)Time Series Analysis: Forecasting and Control (1977)A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations (1981)Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures (1982)The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations (1992)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Confidence Interval Estimation Using Standardized Time Series (1983)Steady-state simulation of queueing processes: survey of problems and solutions (1990)Respect for Human Rights has Improved Over Time: Modeling the Changing Standard of Accountability (2014)Queueing systems, Vol. I: Theory (1977)A hierarchical regression approach to meta‐analysis of diagnostic test accuracy evaluations (2001)How is Manifest Branding Strategy Related to the Intangible Value of a Corporation? (2004)Introduction to Operations Research (1968)Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments (1998)Introduction to Operations Research (2000)Simulation Modeling and Analysis. (1983)Monte Carlo Methods in Financial Engineering (2003)Estimating Greeks in Simulating Lévy-Driven Models (2010)Pharmaceutical Supply Chains and Drug Shortages (2023)Approximating a Point Process by a Renewal Process, I: Two Basic Methods (1982)Competitive routing in multiuser communication networks (1993)Some aspects of the sequential design of experiments (1952)Stochastic Estimation of the Maximum of a Regression Function (1952)mirt : A Multidimensional Item Response Theory Package for the R Environment (2012)Traffic modeling for telecommunications networks (1994)PROCEEDINGS OF THE 1997 WINTER SIMULATION CONFERENCE (1997)A Markov Modulated Characterization of Packetized Voice and Data Traffic and Related Statistical Multiplexer Performance (1986)Queueing-blocking system with two arrival streams and guard channels (1988)Queueing theory in manufacturing systems analysis and design: A classification of models for production and transfer lines (1996)
this work references cited by second hop

References

  • 1951A Stochastic Approximation Method9,630 cited
  • 1975Queueing Systems. Volume 1: Theory1,964 cited
  • 1975Theory, Volume 1, Queueing Systems1,411 cited
  • 1983Simulation Run Length Control in the Presence of an Initial Transient1,296 cited
  • 1980Principles of Discrete Event Simulation.538 cited
  • 1981A spectral method for confidence interval generation and run length control in simulations435 cited
  • 1979A Sequential Procedure for Determining the Length of a Steady-State Simulation212 cited

Cited by

  • 2009Kernel estimation of quantile sensitivities47 cited
  • 2004Quantile and tolerance-interval estimation in simulation46 cited
  • 2009Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations41 cited
  • 2009A quantile-based approach to system selection41 cited
  • 2006Estimating steady-state distributions via simulation-generated histograms41 cited
  • 2009Indirect cycle time quantile estimation using the Cornish–Fisher expansion38 cited
  • 1982Estimation of percentiles in discrete event simulation35 cited
  • 2005Statistical selection of the best system35 cited

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  • 1999Simulation-based estimation of quantiles33 cited
  • 2005Simulation-based dynamic optimization: planning United States Coast Guard law enforcement patrols4 cited