Estimation of extreme quantiles in a simulation model (Q5742402)
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scientific article; zbMATH DE number 7054395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of extreme quantiles in a simulation model |
scientific article; zbMATH DE number 7054395 |
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Estimation of extreme quantiles in a simulation model (English)
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14 May 2019
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extreme quantiles
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nonparametric quantile estimation
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importance sampling
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rates of convergence
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