Confidence intervals for quantiles when applying variance-reduction techniques (Q4635188)
From MaRDI portal
scientific article; zbMATH DE number 6859985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence intervals for quantiles when applying variance-reduction techniques |
scientific article; zbMATH DE number 6859985 |
Statements
Confidence intervals for quantiles when applying variance-reduction techniques (English)
0 references
16 April 2018
0 references
antithetic variates
0 references
control variates
0 references
importance sampling
0 references
quantile
0 references
stratified sampling
0 references
value-at-risk
0 references
variance reduction
0 references
