Control variates for quantile estimation

Variance reduction for quantile estimation via correlation induction

WSC '92 Proceedings of the 24th conference on Winter simulation

Correlation-induction techniques for estimating quantiles in simulation experiments

WSC '95 Proceedings of the 27th conference on Winter simulation

Estimating Quantile Sensitivities

Operations Research

Practical Monte-Carlo based timing yield estimation of digital circuits

Proceedings of the Conference on Design, Automation and Test in Europe

Advanced variance reduction and sampling techniques for efficient statistical timing analysis

IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems

Confidence intervals for quantiles when applying variance-reduction techniques

ACM Transactions on Modeling and Computer Simulation (TOMACS)

An efficient control variates method for yield estimation of analog circuits based on a local model

Proceedings of the International Conference on Computer-Aided Design

Using sectioning to construct confidence intervals for quantiles when applying importance sampling

Proceedings of the Winter Simulation Conference

Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities

Proceedings of the Winter Simulation Conference

Asymptotic properties of kernel density estimators when applying importance sampling

Proceedings of the Winter Simulation Conference

Confidence intervals for quantiles and value-at-risk when applying importance sampling

Proceedings of the Winter Simulation Conference

Selecting small quantiles

Proceedings of the Winter Simulation Conference