Pages that link to "Item:Q5187931"
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The following pages link to Kernel estimation of quantile sensitivities (Q5187931):
Displaying 23 items.
- Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
- Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060) (← links)
- Estimation of quantile oriented sensitivity indices (Q1698261) (← links)
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
- Avoiding zero probability events when computing value at risk contributions (Q2172041) (← links)
- Sensitivity analysis with \(\chi^2\)-divergences (Q2234772) (← links)
- Kernel methods for estimating derivatives of conditional quantiles (Q2510037) (← links)
- A measure-valued differentiation approach to sensitivities of quantiles (Q2800376) (← links)
- Quantile sensitivity estimation for dependent sequences (Q2836227) (← links)
- Conditional Monte Carlo Estimation of Quantile Sensitivities (Q3117874) (← links)
- Double Kernel Estimation of Sensitivities (Q3182432) (← links)
- Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis (Q3453343) (← links)
- Kernel and Probit Estimates in Quantal Bioassay (Q3811579) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- Structured kernel quantile regression (Q4922622) (← 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)
- An efficient approach to quantile capital allocation and sensitivity analysis (Q5204854) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models (Q6199670) (← links)
- Estimating the VaR-induced Euler allocation rule (Q6569741) (← links)
