Sequential procedure for simultaneous estimation of several percentiles

A sequential procedure for simultaneous estimation of several means

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Data skeletons: simultaneous estimation of multiple quantiles for massive streaming datasets with applications to density estimation

Statistics and Computing

Estimating steady-state distributions via simulation-generated histograms

Computers and Operations Research

Metamodels for Estimating Quantiles of Systems with One Controllable Parameter

Simulation

A new perspective on batched quantile estimation

Proceedings of the Winter Simulation Conference