TY - GEN
T1 - SOME ASYMPTOTIC REGIMES FOR QUANTILE ESTIMATION
AU - Nakayama, Marvin K.
AU - Tuffin, Bruno
N1 - Publisher Copyright:
© 2024 IEEE.
PY - 2024
Y1 - 2024
N2 - The paper examines the relative errors (REs) of quantile estimators of various stochastic models under different asymptotic regimes. Depending on the particular limit considered and the Monte Carlo method applied, the RE may be vanishing, bounded, or unbounded. We provide examples of these possibilities.
AB - The paper examines the relative errors (REs) of quantile estimators of various stochastic models under different asymptotic regimes. Depending on the particular limit considered and the Monte Carlo method applied, the RE may be vanishing, bounded, or unbounded. We provide examples of these possibilities.
UR - http://www.scopus.com/inward/record.url?scp=85217618842&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85217618842&partnerID=8YFLogxK
U2 - 10.1109/WSC63780.2024.10838783
DO - 10.1109/WSC63780.2024.10838783
M3 - Conference contribution
AN - SCOPUS:85217618842
T3 - Proceedings - Winter Simulation Conference
SP - 407
EP - 418
BT - 2024 Winter Simulation Conference, WSC 2024
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2024 Winter Simulation Conference, WSC 2024
Y2 - 15 December 2024 through 18 December 2024
ER -