Probabilistic Error Bounds for Simulation Quantile Estimators.

Xing Jin Michael C. Fu Xiaoping Xiong

Published in: Manag. Sci. (2003)

Keyphrases

error bounds
theoretical analysis
worst case
data sets
probabilistic model
finite sample
central limit theorem
bayesian networks
data driven
uncertain data
numerical simulations
simulation models
neural network
probabilistic reasoning
analytical expressions