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Quantile and tolerance-interval estimation in simulation

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  • Chen, E. Jack
  • Kelton, W. David

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  • Chen, E. Jack & Kelton, W. David, 2006. "Quantile and tolerance-interval estimation in simulation," European Journal of Operational Research, Elsevier, vol. 168(2), pages 520-540, January.
    • Handle: RePEc:eee:ejores:v:168:y:2006:i:2:p:520-540
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    References listed on IDEAS

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    1. Sen, Pranab Kumar, 1972. "On the Bahadur representation of sample quantiles for sequences of [phi]-mixing random variables," Journal of Multivariate Analysis, Elsevier, vol. 2(1), pages 77-95, March.
    2. Andrew F. Seila, 1982. "A Batching Approach to Quantile Estimation in Regenerative Simulations," Management Science, INFORMS, vol. 28(5), pages 573-581, May.
    3. P. Heidelberger & P. A. W. Lewis, 1984. "Quantile Estimation in Dependent Sequences," Operations Research, INFORMS, vol. 32(1), pages 185-209, February.
    4. Athanassios N. Avramidis & James R. Wilson, 1998. "Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments," Operations Research, INFORMS, vol. 46(4), pages 574-591, August.
    5. Jason C. Hsu & Barry L. Nelson, 1990. "Control Variates for Quantile Estimation," Management Science, INFORMS, vol. 36(7), pages 835-851, July.
    6. Timothy C. Hesterberg & Barry L. Nelson, 1998. "Control Variates for Probability and Quantile Estimation," Management Science, INFORMS, vol. 44(9), pages 1295-1312, September.
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    Cited by:

    1. Batur, D. & Choobineh, F., 2010. "A quantile-based approach to system selection," European Journal of Operational Research, Elsevier, vol. 202(3), pages 764-772, May.
    2. Christos Alexopoulos & David Goldsman & Anup C. Mokashi & Kai-Wen Tien & James R. Wilson, 2019. "Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations," Operations Research, INFORMS, vol. 67(4), pages 1162-1183, July.
    3. Nour-Eddine Berrahou & Salim Bouzebda & Lahcen Douge, 2024. "The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association," Methodology and Computing in Applied Probability, Springer, vol. 26(2), pages 1-37, June.
    4. Demet Batur & F. Fred Choobineh, 2021. "Selecting the Best Alternative Based on Its Quantile," INFORMS Journal on Computing, INFORMS, vol. 33(2), pages 657-671, May.
    5. Batur, Demet & Bekki, Jennifer M. & Chen, Xi, 2018. "Quantile regression metamodeling: Toward improved responsiveness in the high-tech electronics manufacturing industry," European Journal of Operational Research, Elsevier, vol. 264(1), pages 212-224.
    6. T H Moon & S Y Sohn, 2011. "Survival analysis for technology credit scoring adjusting total perception," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(6), pages 1159-1168, June.
    7. Batur, D. & Choobineh, F., 2012. "Stochastic dominance based comparison for system selection," European Journal of Operational Research, Elsevier, vol. 220(3), pages 661-672.
    8. Moon, Tae Hee & Sohn, So Young, 2008. "Technology scoring model for reflecting evaluator's perception within confidence limits," European Journal of Operational Research, Elsevier, vol. 184(3), pages 981-989, February.

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