Nonparametric quantile estimation using importance sampling
type: Item
instance of: scholarly article
title: Nonparametric quantile estimation using importance sampling
zbMATH Open document ID: 1387.62052
author: Michael Kohler
author: Adam Krzyżak
author: Reinhard Tent
author: Harro Walk
published in: Annals of the Institute of Statistical Mathematics
publication date: 2018-04-19T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6861767
zbMATH Keywords: nonparametric quantile estimation
zbMATH Keywords: importance sampling
zbMATH Keywords: rate of convergence
MaRDI profile type: Publication
full work available at URL: s10463-016-0595-4
OpenAlex ID: W2573710000
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DOI: 10.1007/S10463-016-0595-4
description: scientific article; zbMATH DE number 6861767