Pages that link to "Item:Q999679"
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The following pages link to Controlled stratification for quantile estimation (Q999679):
Displaying 15 items.
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- Nonparametric recursive quantile estimation (Q395976) (← links)
- Adaptive optimal allocation in stratified sampling methods (Q708783) (← links)
- Bounding rare event probabilities in computer experiments (Q1623705) (← links)
- Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334) (← links)
- Nonparametric quantile estimation using importance sampling (Q1744716) (← links)
- Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints (Q1931811) (← links)
- Nonparametric importance sampling for wind turbine reliability analysis with stochastic computer models (Q2078300) (← links)
- Nonparametric quantile estimation using surrogate models and importance sampling (Q2303750) (← links)
- Risk bounds when learning infinitely many response functions by ordinary linear regression (Q2686603) (← links)
- Conditional-Value-at-Risk Estimation via Reduced-Order Models (Q4611521) (← links)
- Bayesian Subset Simulation (Q4636406) (← links)
- A Tutorial on Quantile Estimation via Monte Carlo (Q5117919) (← links)
- Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models (Q6072164) (← links)
- Deterministic computation of quantiles in a Lipschitz framework (Q6664849) (← links)
