Correlation-induction techniques for estimating quantiles in simulation experiments

Operations Research

Volumn 46, Issue 4, 1998, Pages 574-591

  Avramidis, Athanassios N ^a   Wilson, James R ^b  

^a Department of Obstetrics Gynecology   (United States)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Simulation, design of experiments: antithetic variates, Latin hypercube sampling; Simulation, efficiency: variance reduction techniques; Simulation, statistical analysis: single and multiple sample quantile estimators

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; MONTE CARLO METHODS; PROBABILITY; RANDOM PROCESSES; VARIATIONAL TECHNIQUES;

ANTITHETIC VARIATES; CORRELATION-INDUCTION TECHNIQUES; DESIGN OF EXPERIMENTS (DOE); LATIN HYPERCUBE SAMPLING; QUANTILE ESTIMATORS; VARIANCE REDUCTION TECHNIQUE;

OPERATIONS RESEARCH;

EID: 0032115359     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.46.4.574     Document Type: Article

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