Nonparametric estimation of time-dependent quantiles in a simulation model (Q5220362)
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scientific article; zbMATH DE number 7180579
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| English | Nonparametric estimation of time-dependent quantiles in a simulation model |
scientific article; zbMATH DE number 7180579 |
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Nonparametric estimation of time-dependent quantiles in a simulation model (English)
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16 March 2020
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conditional quantile estimation
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importance sampling
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rate of convergence
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0.7933459281921387
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0.7714301347732544
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0.7549403309822083
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0.7467162013053894
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0.7396243214607239
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