Pages that link to "Item:Q3453343"
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The following pages link to Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis (Q3453343):
Displaying 15 items.
- Sensitivity analysis of ranked data: from order statistics to quantiles (Q896493) (← links)
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
- Quantile sensitivity estimation for dependent sequences (Q2836227) (← links)
- Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations (Q3100473) (← links)
- Conditional Monte Carlo Estimation of Quantile Sensitivities (Q3117874) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
- Efficient Sampling Allocation Procedures for Optimal Quantile Selection (Q4995067) (← links)
- A Stochastic Approximation Method for Simulation-Based Quantile Optimization (Q5060775) (← links)
- Computing Sensitivities for Distortion Risk Measures (Q5084612) (← links)
- Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling (Q5144802) (← links)
- Insurance Portfolio Risk Retention (Q5379241) (← links)
- Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing (Q6185563) (← links)
- Estimating the VaR-induced Euler allocation rule (Q6569741) (← links)
