An efficient multilevel splitting scheme

Autor: Miretskiy, D., Scheinhardt, W., Mandjes, M., Ermakov, S.M., Melas, V.B., Pepelyshev, A.N.

Publikováno v: Proceedings of the 6th St. Petersburg Workshop on Simulation, 909-914
STARTPAGE=909;ENDPAGE=914;TITLE=Proceedings of the 6th St. Petersburg Workshop on Simulation
Proceedings of the 6th St. Petersburg Workshop on Simulation: St. Petersburg, June 28-July 4, 2009: Volume II, 909-914
STARTPAGE=909;ENDPAGE=914;TITLE=Proceedings of the 6th St. Petersburg Workshop on Simulation: St. Petersburg, June 28-July 4, 2009: Volume II

Rare event analysis has been attracting continuous and growing attention over the past decades. It has many possible applications in different areas, e.g., queueing theory, insurance, engineering etc. As explicit expressions are hard to obtain, and a

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::3add2ab417a7971177b1eee0e965a482
https://research.utwente.nl/en/publications/an-efficient-multilevel-splitting-scheme(c7d41753-17cf-4a28-8a5a-f94ea64139ad).html

Compound optimal designs for percentile estimation in dose–response models with restricted design intervals

Autor: Wei Zhu, Stefanie Biedermann, Holger Dette

Publikováno v: Journal of Statistical Planning and Inference. 137:3838-3847

In dose-response studies, the dose range is often restricted due to ethics concerns over drug toxicity and/or efficacy, particularly when human subjects are involved. We present locally optimal designs for the estimation of several percentiles simult

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::274e571e625807a7516a0022961fbb15
https://doi.org/10.1016/j.jspi.2007.04.003