Pages that link to "Item:Q4602479"
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The following pages link to Quantile Estimation with Latin Hypercube Sampling (Q4602479):
Displaying 9 items.
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
- 10 Kriging: methods and applications (Q3384281) (← links)
- Selecting the Best Alternative Based on Its Quantile (Q4995094) (← links)
- A Tutorial on Quantile Estimation via Monte Carlo (Q5117919) (← links)
- Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations (Q5129188) (← links)
- Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall (Q5131004) (← links)
- Latin hypercube sampling with dependence and applications in finance (Q5411504) (← links)
- A simulation-based method for estimating systemic risk measures (Q6087550) (← links)
- Extensible grid sampling for quantile estimation (Q6657190) (← links)