Mark Broadie, Yiping Du, Ciamac Cyrus Moallemi. Risk estimation via weighted regression. In S. Jain, Roy R. Creasey Jr., Jan Himmelspach, K. Preston White, Michael C. Fu, editors, Winter Simulation Conference 2011, WSC'11, Phoenix, AZ, USA, December 11-14, 2011. pages 3859-3870, WSC, 2011. [doi]
Abstract is missing.