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Confidence intervals for quantiles when applying variance-reduction techniques
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/9780470316481openalex-snapshot
Approximation Theorems of Mathematical Statistics
inferredcites →https://doi.org/10.1002/9780470316962openalex-snapshot
Convergence of Probability Measures
inferredcites →https://doi.org/10.1002/nav.20358openalex-snapshot
Kernel estimation of quantile sensitivities
inferredcites →https://doi.org/10.1007/978-0-387-21617-1openalex-snapshot
Monte Carlo Methods in Financial Engineering
inferredcites →https://doi.org/10.1007/978-1-4614-1412-4_97openalex-snapshot
Elements of Large-Sample Theory
inferredcites →https://doi.org/10.1007/978-3-642-87934-0_4openalex-snapshot
Limit Theorems in Probability Theory
inferredcites →https://doi.org/10.1007/bfb0098486openalex-snapshot
Smoothing Techniques for Curve Estimation
inferredcites →https://doi.org/10.1007/bfb0098495openalex-snapshot
Density quantile estimation approach to statistical data modelling
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Principles of mathematical analysis
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Efficient estimation of the reciprocal of the density quantile function at a point
inferredcites →https://doi.org/10.1016/j.orl.2010.02.007openalex-snapshot
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
inferredcites →https://doi.org/10.1073/pnas.53.1.127openalex-snapshot
WHICH PART OF THE SAMPLE CONTAINS THE INFORMATION?
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Elements of Large-Sample Theory
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Limit theorems of probability theory
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ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
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On the Distribution of a Studentized Quantile
inferredcites →https://doi.org/10.1145/1015467.1015478openalex-snapshot
Optimizing cost and performance for multihoming
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Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables
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A New Proof of the Bahadur Representation of Quantiles and an Application
inferredcites →https://doi.org/10.1214/aoms/1177698342openalex-snapshot
On a Simple Estimate of the Reciprocal of the Density Function
inferredcites →https://doi.org/10.1214/aoms/1177698690openalex-snapshot
On Bahadur's Representation of Sample Quantiles
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A Note on Quantiles in Large Samples
inferredcites →https://doi.org/10.1287/mnsc.1090.1090openalex-snapshot
Conditional Monte Carlo Estimation of Quantile Sensitivities
inferredcites →https://doi.org/10.1287/mnsc.35.11.1367openalex-snapshot
Importance Sampling for Stochastic Simulations
inferredcites →https://doi.org/10.1287/mnsc.36.7.835openalex-snapshot
Control Variates for Quantile Estimation
inferredcites →https://doi.org/10.1287/mnsc.44.9.1295openalex-snapshot
Control Variates for Probability and Quantile Estimation
inferredcites →https://doi.org/10.1287/mnsc.46.10.1349.12274openalex-snapshot
Variance Reduction Techniques for Estimating Value-at-Risk
inferredcites →https://doi.org/10.1287/mnsc.49.2.230.12743openalex-snapshot
Probabilistic Error Bounds for Simulation Quantile Estimators
inferredcites →https://doi.org/10.1287/opre.1080.0531openalex-snapshot
Estimating Quantile Sensitivities
inferredcites →https://doi.org/10.1287/opre.46.4.574openalex-snapshot
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments
inferredcites →https://doi.org/10.2307/2288146openalex-snapshot
Approximation Theorems of Mathematical Statistics.
inferredcites →https://doi.org/10.5555/2433508.2433849openalex-snapshot
Confidence intervals for quantiles and value-at-risk when applying importance sampling
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Estimating Confidence Intervals and Regions for Quantiles by Monte Carlo Simulation
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Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models
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Efficient estimation of extreme quantiles using adaptive kriging and importance sampling
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Probabilistic Models for Reliability Analysis Using Safe-Life and Damage Tolerance Methods
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A Tutorial on Quantile Estimation via Monte Carlo
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A Central Limit Theorem For Empirical Quantiles in the Markov Chain Setting
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Variance Reduction Techniques
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Quantile Estimation Using a Combination of Stratified Sampling and Control Variates
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Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors
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Probabilistic branch and bound considering stochastic constraints
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Adaptive sequential selection procedures for optimal quantile with control variates
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Controlling antithetic variates
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Advantages of variance reduction techniques in establishing confidence intervals for quantiles
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Efficient Monte Carlo methods for estimating failure probabilities
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Large deviations for weighted empirical measures arising in importance sampling
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Conditional Monte Carlo for sums, with applications to insurance and finance
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Control Variate Approach for Efficient Stochastic Finite-Element Analysis of Geotechnical Problems
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Estimation of extreme quantiles in a simulation model
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Adaptive sequential procedures for quantile selection with importance sampling
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Fast Two-Dimensional Otsu's Thresholding Method Based on Integral Image
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Confidence Intervals for Quantiles When Applying Latin Hypercube Sampling
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Uncertainty Quantification for Extreme Quantile Estimation With Stochastic Computer Models
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Confidence intervals for quantiles and value-at-risk when applying importance sampling
inferred← citeshttps://doi.org/10.1109/wsc.2011.6147743openalex-snapshot
Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities
inferred← citeshttps://doi.org/10.1109/wsc.2011.6147785openalex-snapshot
Asymptotic properties of kernel density estimators when applying importance sampling
inferred← citeshttps://doi.org/10.1109/wsc.2012.6465199openalex-snapshot
Using sectioning to construct confidence intervals for quantiles when applying importance sampling
inferred← citeshttps://doi.org/10.1109/wsc.2013.6721447openalex-snapshot
Building metamodels for quantile-based measures using sectioning
inferred← citeshttps://doi.org/10.1109/wsc.2013.6721454openalex-snapshot
Confidence intervals for quantiles with standardized time series
inferred← citeshttps://doi.org/10.1109/wsc.2013.6721470openalex-snapshot
Low-storage online estimators for quantiles and densities
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Constructing confidence intervals for a quantile using batching and sectioning when applying Latin hypercube sampling
inferred← citeshttps://doi.org/10.1109/wsc.2017.8247933openalex-snapshot
Quantile estimation using conditional Monte Carlo and Latin hypercube sampling
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Randomized Quasi-Monte Carlo for Quantile Estimation
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Confidence Intervals and Regions for Quantiles using Conditional Monte Carlo and Generalized Likelihood Ratios
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Quantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo
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A Computational Study of Probabilistic Branch and Bound with Multilevel Importance Sampling
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Overlapping Batch Confidence Regions on the Steady-State Quantile Vector
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Some Asymptotic Regimes for Quantile Estimation
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Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
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Conditional-Value-at-Risk Estimation via Reduced-Order Models
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Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques
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Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk
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Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation
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Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo
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Monte Carlo Methods for Economic Capital
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Quantile Estimation with Latin Hypercube Sampling
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Monte Carlo Estimation of CoVaR
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Adaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation
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Contribución al estudio de las metodologías de cálculo realista con incertidumbre (BEPU), dentro del análisis determinista de seguridad de plantas nucleares
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Quantile Estimation When Applying Conditional Monte Carlo
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Using sectioning to construct confidence intervals for quantiles when applying importance sampling
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Confidence intervals for quantiles and value-at-risk when applying importance sampling
inferred← citeshttps://doi.org/10.5555/2675983.2676053openalex-snapshot
Building metamodels for quantile-based measures using sectioning
inferred← citeshttps://doi.org/10.5555/2675983.2676062openalex-snapshot
Confidence intervals for quantiles with standardized time series
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Low-storage online estimators for quantiles and densities
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Using sectioning to construct confidence intervals for quantiles when applying antithetic variates
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