Nonparametric quantile estimation using importance sampling
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Publication:1744716
DOI10.1007/s10463-016-0595-4zbMath1387.62052OpenAlexW2573710000MaRDI QIDQ1744716
Reinhard Tent, Adam Krzyżak, Michael Kohler, Harro Walk
Publication date: 19 April 2018
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-016-0595-4
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items
Nonparametric recursive quantile estimation, Estimation of extreme quantiles in a simulation model, Nonparametric quantile estimation using surrogate models and importance sampling
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