Optimise importance sampling quantile estimation

DOI10.1093/BIOMET/83.4.791MaRDI QIDQ4364955zbMATH OpenOpenAlexFDO

Authors Bruno Goffinet, Daniel Wallach

Publication date 18 February 1998

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/83.4.791

zbMATH Keywords

geneticsMonte Carlosimulationimportance samplingmixture modelquantile estimationQTL

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Quantile estimation with adaptive importance sampling
• Nonparametric quantile estimation using importance sampling
• Looking for optimal auxiliary variables in sample survey quantile estimation
• On improved estimation for importance sampling
• Some improved estimators of finite population quantile using auxiliary information in sample surveys

Cited in

(8)

• Quantization based recursive importance sampling
• IMPROVING THE NORMALIZED IMPORTANCE SAMPLING ESTIMATOR
• Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk
• Algorithm 727: Quantile estimation using overlapping batch statistics
• Quantile estimation with adaptive importance sampling
• Sampling Techniques for Big Data Analysis
• A class of optimum importance sampling strategies
• Deterministic computation of quantiles in a Lipschitz framework

This page was built for publication: Optimise importance sampling quantile estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4364955)