Conference Proceedings

CONTROL VARIATES FOR QUANTILE ESTIMATION.

Winter Simulation Conference Proceedings (1987) 434-444
DOI: 10.1145/318371.318631
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Abstract

Some quantile estimators that use a control variate are introduced. The properties of these estimators do not depend on the usual assumption of joint normality between the random variable of interest and the control. Empirical results are presented for an M/M/1 queue.

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Hsu, J. C., & Nelson, B. L. (1987). CONTROL VARIATES FOR QUANTILE ESTIMATION. In Winter Simulation Conference Proceedings (pp. 434–444). ACM. https://doi.org/10.1145/318371.318631

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