Estimating quantiles in imperfect simulation models using conditional density estimation
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Publication:2304240
DOI10.1007/s10463-018-0683-8zbMath1436.62141OpenAlexW2886169729MaRDI QIDQ2304240
Publication date: 9 March 2020
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-018-0683-8
quantile estimationuncertainty quantificationsurrogate modelsconditional density estimationimperfect models\(L_1\) error
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Applications of statistics in engineering and industry; control charts (62P30)
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