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A confidence interval for tail conditional expectation via two-level simulation.

Hai LanBarry L. NelsonJeremy Staum
Published in: WSC (2007)
Keyphrases
  • confidence intervals
  • conditional expectation
  • stochastic systems
  • sample size
  • markov chain
  • decision theory
  • test set
  • data sets
  • artificial intelligence
  • special case
  • semi supervised
  • least squares
  • worst case