Xing Jin, Michael C. Fu, Xiaoping Xiong. Probabilistic Error Bounds for Simulation Quantile Estimators. Management Science, 49(2):230-246, 2003. [doi]
@article{JinFX03,
title = {Probabilistic Error Bounds for Simulation Quantile Estimators},
author = {Xing Jin and Michael C. Fu and Xiaoping Xiong},
year = {2003},
doi = {10.1287/mnsc.49.2.230.12743},
url = {http://dx.doi.org/10.1287/mnsc.49.2.230.12743},
tags = {C++},
researchr = {https://researchr.org/publication/JinFX03},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {49},
number = {2},
pages = {230-246},
}