On estimating quantile sensitivities via infinitesimal perturbation analysis
Guangxin Jiang; Michael C. Fu
| Year of publication: |
2015
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|---|---|
| Authors: | Jiang, Guangxin ; Fu, Michael |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 63.2015, 2, p. 435-441
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| Subject: | quantile | gradient estimation | Monte Carlo simulation | sensitivity analysis | Monte-Carlo-Simulation | Schätztheorie | Estimation theory | Sensitivitätsanalyse | Sensitivity analysis | Simulation | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010526698