Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis (Q3453343)
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scientific article; zbMATH DE number 6512717
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| English | Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis |
scientific article; zbMATH DE number 6512717 |
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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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0.8753858
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0.8707706
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0.85897356
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0.8528799
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0.8469755
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0.84475726
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