Confidence Intervals and Regions for Quantiles using Conditional Monte Carlo and Generalized Likelihood Ratios

Lei Lei 0005, Christos Alexopoulos, Yijie Peng, James R. Wilson. Confidence Intervals and Regions for Quantiles using Conditional Monte Carlo and Generalized Likelihood Ratios. In Winter Simulation Conference, WSC 2020, Orlando, FL, USA, December 14-18, 2020. pages 2071-2082, IEEE, 2020. [doi]

Abstract

Abstract is missing.