SOME ASYMPTOTIC REGIMES FOR QUANTILE ESTIMATION

Document Type

Conference Proceeding

Publication Date

1-1-2024

Abstract

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.

Identifier

85217618842 (Scopus)

ISBN

[9798331534202]

Publication Title

Proceedings - Winter Simulation Conference

External Full Text Location

https://doi.org/10.1109/WSC63780.2024.10838783

ISSN

08917736

First Page

407

Last Page

418

Grant

CMMI-2345330

Fund Ref

National Science Foundation

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