Nonparametric estimation of quantiles using importance sampling and surrogate models

zbMATH Open1390.62004MaRDI QIDQ4602977FDOQ4602977

Authors: Reinhard Tent 

Publication date: 8 February 2018

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zbMATH Keywords

nonparametric estimationimportance samplingquantilessurrogate model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (4)

• Nonparametric quantile estimation using importance sampling
• Nonparametric estimation of time-variant densities and time-variant quantiles in a simulation model
• Nonparametric estimation of (conditional) quantiles and conditional distributions based on data with additional errors of measurement
• Nonparametric quantile estimation using surrogate models and importance sampling

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