Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques (Q5176488)
From MaRDI portal
scientific article; zbMATH DE number 6408657
Language | Label | Description | Also known as |
---|---|---|---|
English | Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques |
scientific article; zbMATH DE number 6408657 |
Statements
Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques (English)
0 references
26 February 2015
0 references
control variates
0 references
importance sampling
0 references
quantile
0 references
value-at-risk
0 references
variance reduction
0 references