Pages that link to "Item:Q5187931"
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The following pages link to Kernel estimation of quantile sensitivities (Q5187931):
Displayed 12 items.
- Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060) (← links)
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
- Avoiding zero probability events when computing value at risk contributions (Q2172041) (← links)
- A Measure-Valued Differentiation Approach to Sensitivities of Quantiles (Q2800376) (← links)
- Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis (Q3453343) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- A Stochastic Approximation Method for Simulation-Based Quantile Optimization (Q5060775) (← links)
- Computing Sensitivities for Distortion Risk Measures (Q5084612) (← links)
- Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling (Q5144802) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models (Q6199670) (← links)