Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques (Q5176488): Difference between revisions

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Revision as of 01:04, 20 March 2024

scientific article; zbMATH DE number 6408657
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English
Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques
scientific article; zbMATH DE number 6408657

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    Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques (English)
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    26 February 2015
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    control variates
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    importance sampling
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    quantile
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    value-at-risk
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    variance reduction
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