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Indirect cycle time quantile estimation using the Cornish–Fisher expansion

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Indirect cycle time quantile estimation using the Cornish–Fisher expansion. / Bekki, Jennifer M.; Fowler, John W.; Mackulak, Gerald T. et al.
In: IIE Transactions, Vol. 42, No. 1, 10.2009, p. 31-44.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Bekki, JM, Fowler, JW, Mackulak, GT & Nelson, BL 2009, 'Indirect cycle time quantile estimation using the Cornish–Fisher expansion', IIE Transactions, vol. 42, no. 1, pp. 31-44. https://doi.org/10.1080/07408170903019135

APA

Bekki, J. M., Fowler, J. W., Mackulak, G. T., & Nelson, B. L. (2009). Indirect cycle time quantile estimation using the Cornish–Fisher expansion. IIE Transactions, 42(1), 31-44. https://doi.org/10.1080/07408170903019135

Vancouver

Bekki JM, Fowler JW, Mackulak GT, Nelson BL. Indirect cycle time quantile estimation using the Cornish–Fisher expansion. IIE Transactions. 2009 Oct;42(1):31-44. doi: 10.1080/07408170903019135

Author

Bekki, Jennifer M. ; Fowler, John W. ; Mackulak, Gerald T. et al. / Indirect cycle time quantile estimation using the Cornish–Fisher expansion. In: IIE Transactions. 2009 ; Vol. 42, No. 1. pp. 31-44.

Bibtex

@article{3af0da91f06b4a62bc3651dd4d07ea3f,
title = "Indirect cycle time quantile estimation using the Cornish–Fisher expansion",
abstract = "This paper proposes a technique for estimating steady-state quantiles from discrete-event simulation models, with particular attention paid to cycle time quantiles of manufacturing systems. The technique is based on the Cornish–Fisher expansion, justified through an extensive empirical study, and is supported with mathematical analysis. It is shown that the technique provides precise and accurate estimates for the most commonly estimated quantiles with minimal data storage and low computational requirements.",
author = "Bekki, {Jennifer M.} and Fowler, {John W.} and Mackulak, {Gerald T.} and Nelson, {Barry L.}",
year = "2009",
month = oct,
doi = "10.1080/07408170903019135",
language = "English",
volume = "42",
pages = "31--44",
journal = "IIE Transactions",
issn = "0740-817X",
publisher = "Taylor and Francis Ltd.",
number = "1",

}

RIS

TY - JOUR

T1 - Indirect cycle time quantile estimation using the Cornish–Fisher expansion

AU - Bekki, Jennifer M.

AU - Fowler, John W.

AU - Mackulak, Gerald T.

AU - Nelson, Barry L.

PY - 2009/10

Y1 - 2009/10

N2 - This paper proposes a technique for estimating steady-state quantiles from discrete-event simulation models, with particular attention paid to cycle time quantiles of manufacturing systems. The technique is based on the Cornish–Fisher expansion, justified through an extensive empirical study, and is supported with mathematical analysis. It is shown that the technique provides precise and accurate estimates for the most commonly estimated quantiles with minimal data storage and low computational requirements.

AB - This paper proposes a technique for estimating steady-state quantiles from discrete-event simulation models, with particular attention paid to cycle time quantiles of manufacturing systems. The technique is based on the Cornish–Fisher expansion, justified through an extensive empirical study, and is supported with mathematical analysis. It is shown that the technique provides precise and accurate estimates for the most commonly estimated quantiles with minimal data storage and low computational requirements.

U2 - 10.1080/07408170903019135

DO - 10.1080/07408170903019135

M3 - Journal article

VL - 42

SP - 31

EP - 44

JO - IIE Transactions

JF - IIE Transactions

SN - 0740-817X

IS - 1

ER -