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Quantile sensitivity estimation for dependent sequences - MaRDI portal

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Quantile sensitivity estimation for dependent sequences (Q2836227)

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scientific article; zbMATH DE number 6662324
Language Label Description Also known as
English
Quantile sensitivity estimation for dependent sequences
scientific article; zbMATH DE number 6662324

    Statements

    title
    Quantile sensitivity estimation for dependent sequences (English)
    0 references
    author
    Guangxin Jiang
    0 references
    Michael C. Fu
    0 references
    publication date
    9 December 2016
    0 references
    zbMATH Keywords
    quantile
    0 references
    Monte Carlo simulation
    0 references
    sensitivity analysis
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    regenerative process
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    \(\phi\)-mixing
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    Identifiers

    zbMATH DE Number
    6662324
    0 references
    OpenAlex ID
    W2536198878
    0 references
    DOI
    10.1017/JPR.2016.36
    0 references
     
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