Nonparametric estimation of time-dependent quantiles in a simulation model (Q5220362)
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scientific article; zbMATH DE number 7180579
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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