Pages that link to "Item:Q4635188"
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The following pages link to Confidence intervals for quantiles when applying variance-reduction techniques (Q4635188):
Displaying 12 items.
- Large deviations for weighted empirical measures arising in importance sampling (Q898403) (← links)
- Efficient VaR and CVaR Measurement via Stochastic Kriging (Q2960358) (← links)
- Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo (Q2962566) (← links)
- Conditional-Value-at-Risk Estimation via Reduced-Order Models (Q4611521) (← links)
- A Tutorial on Quantile Estimation via Monte Carlo (Q5117919) (← links)
- Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques (Q5176488) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- Estimation of extreme quantiles in a simulation model (Q5742402) (← links)
- Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles (Q6064340) (← links)
- Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models (Q6072164) (← links)
- Efficient estimation of extreme quantiles using adaptive kriging and importance sampling (Q6497763) (← links)
- Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation (Q6639393) (← links)
