Confidence intervals for quantiles when applying variance-reduction techniques (Q4635188)
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scientific article; zbMATH DE number 6859985
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| English | Confidence intervals for quantiles when applying variance-reduction techniques |
scientific article; zbMATH DE number 6859985 |
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Confidence intervals for quantiles when applying variance-reduction techniques (English)
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16 April 2018
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antithetic variates
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control variates
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importance sampling
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quantile
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stratified sampling
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value-at-risk
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variance reduction
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