Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques (Q5176488)
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scientific article; zbMATH DE number 6408657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques |
scientific article; zbMATH DE number 6408657 |
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Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques (English)
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26 February 2015
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control variates
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importance sampling
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quantile
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value-at-risk
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variance reduction
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