Sensitivity analysis of ranked data: from order statistics to quantiles

Cites Work

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Sensitivity analysis of ranked data: from order statistics to quantiles

Cited In (4)

A measure-valued differentiation approach to sensitivities of quantiles
Sensitivity analysis of ranked data: from order statistics to quantiles
Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk

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