Variance reduction for quantile estimates in simulations via nonlinear controls

Authors
R.L.Ressler,P.A.W.Lewis
Citation
R.l.ressler,p.a.w.lewis, Variance reduction for quantile estimates in simulations via nonlinear controls, Communications in statistics. Simulation and computation Simulation and computation;Commun. statist.-simula. computa;Commun. in statist.: simulation and computation , 19(2), 1990, pp. 1045-1078
Journal title
Communications in statistics. Simulation and computation Simulation and computation;Commun. statist.-simula. computa;Commun. in statist.: simulation and computation → ACNP
ISSN journal
03610918
Volume
19
Issue
2
Year of publication
1990
Pages
1045 - 1078
Database
ACNP
SICI code