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Adaptive sequential selection procedures for optimal quantile with control variates
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DOI：10.1016/j.ejor.2025.05.049.png)
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Abstract
En 中文
• We develop adaptive selection procedures using control variate quantile estimators. • The first procedure simplifies quantile estimation using binary control variates. • The second procedure uses discrete approximation for post-stratified sampling. • We discuss the statistical validity of the procedures within an asymptotic regime. • An empirical study is performed to examine the performance of these procedures.
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6
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2.2W
Citations:
6.4W
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