Estimation of extreme quantiles in a simulation model
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Publication:5742402
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Cites work
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- scientific article; zbMATH DE number 3221828 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
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- Nonparametric recursive quantile estimation
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Cited in
(13)- Nonparametric quantile estimation using surrogate models and importance sampling
- Estimating quantiles in imperfect simulation models using conditional density estimation
- Nonparametric quantile estimation using importance sampling
- Efficient estimation of extreme quantiles using adaptive kriging and importance sampling
- On Assessing the Precision of Simulation Estimates of Percentile Points
- Estimating extreme probabilities using tail simulated data
- Nonparametric recursive quantile estimation
- Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models
- Multi-element stochastic spectral projection for high quantile estimation
- Probabilistic Error Bounds for Simulation Quantile Estimators
- Nonparametric estimation of a maximum of quantiles
- Simulation and estimation of extreme quantiles and extreme probabilities
- Estimation of a density in a simulation model
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