Quantile estimation using conditional Monte Carlo and Latin hypercube sampling

Hui Dong, Marvin K. Nakayama. Quantile estimation using conditional Monte Carlo and Latin hypercube sampling. In 2017 Winter Simulation Conference, WSC 2017, Las Vegas, NV, USA, December 3-6, 2017. pages 1986-1997, IEEE, 2017. [doi]

@inproceedings{DongN17,
  title = {Quantile estimation using conditional Monte Carlo and Latin hypercube sampling},
  author = {Hui Dong and Marvin K. Nakayama},
  year = {2017},
  doi = {10.1109/WSC.2017.8247933},
  url = {https://doi.org/10.1109/WSC.2017.8247933},
  researchr = {https://researchr.org/publication/DongN17},
  cites = {0},
  citedby = {0},
  pages = {1986-1997},
  booktitle = {2017 Winter Simulation Conference, WSC 2017, Las Vegas, NV, USA, December 3-6, 2017},
  publisher = {IEEE},
  isbn = {978-1-5386-3428-8},
}