Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis (Q3453343)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis |
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Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis (English)
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20 November 2015
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quantile
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gradient estimation
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Monte Carlo simulation
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sensitivity analysis
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