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Bias and Variance Approximations for Estimators of Extreme Quantiles
Language: en
Pages: 44
Authors: Richard L. Smith
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Type: BOOK - Published: 1988 - Publisher:

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Most techniques for estimating extreme values are based on the assumption of a parametric family motivated by extreme value limit theory. This creates two sourc
Simultaneous Estimation of Large Numbers of Extreme Quantiles in Simulation Experiments
Language: en
Pages: 0
Authors: Alvin S. Goodman
Categories: Estimation theory
Type: BOOK - Published: 1971 - Publisher:

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The large random access memory and high internal speeds of present day computers can be used to increase the efficiency of large-scale simulation experiments by
Scientific and Technical Aerospace Reports
Language: en
Pages: 490
Authors:
Categories: Aeronautics
Type: BOOK - Published: 1990 - Publisher:

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Technical Reports Awareness Circular : TRAC.
Language: en
Pages: 588
Authors:
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Stochastic Simulation: Algorithms and Analysis
Language: en
Pages: 490
Authors: Søren Asmussen
Categories: Mathematics
Type: BOOK - Published: 2007-07-14 - Publisher: Springer Science & Business Media

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Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of diffe