Estimation of extreme quantiles in a simulation model (Q5742402)
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scientific article; zbMATH DE number 7054395
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| 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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0.8544612526893616
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0.8095232248306274
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0.8094509840011597
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0.7932025194168091
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0.780833899974823
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