Advantages of variance reduction techniques in establishing confidence intervals for quantiles
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DOI: 10.1016/j.ress.2015.12.015
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References listed on IDEAS
- Falk, Michael, 1986. "On the estimation of the quantile density function," Statistics & Probability Letters, Elsevier, vol. 4(2), pages 69-73, March.
- 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.
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- Zheng, Xiaoyu & Tamaki, Hitoshi & Sugiyama, Tomoyuki & Maruyama, Yu, 2022. "Dynamic probabilistic risk assessment of nuclear power plants using multi-fidelity simulations," Reliability Engineering and System Safety, Elsevier, vol. 223(C).
- Alban, Andres & Darji, Hardik A. & Imamura, Atsuki & Nakayama, Marvin K., 2017. "Efficient Monte Carlo methods for estimating failure probabilities," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 376-394.
- Wu, Shengnan & Zhang, Laibin & Zheng, Wenpei & Liu, Yiliu & Lundteigen, Mary Ann, 2019. "Reliability modeling of subsea SISs partial testing subject to delayed restoration," Reliability Engineering and System Safety, Elsevier, vol. 191(C).
- Yijie Peng & Chun-Hung Chen & Michael C. Fu & Jian-Qiang Hu & Ilya O. Ryzhov, 2021. "Efficient Sampling Allocation Procedures for Optimal Quantile Selection," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 230-245, January.
- Sanchez-Saez, F. & Sánchez, A.I. & Villanueva, J.F. & Carlos, S. & Martorell, S., 2018. "Uncertainty analysis of a large break loss of coolant accident in a pressurized water reactor using non-parametric methods," Reliability Engineering and System Safety, Elsevier, vol. 174(C), pages 19-28.
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Keywords
Confidence intervals; Quantiles; Nuclear regulation; Best-estimate; Uncertainty;All these keywords.
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