Nonparametric quantile estimation using importance sampling.
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| Title: | Nonparametric quantile estimation using importance sampling. |
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| Authors: | Kohler, Michael1 kohler@mathematik.tu-darmstadt.de, Krzyżak, Adam2 krzyzak@cs.concordia.ca, Tent, Reinhard1 tent@mathematik.tu-darmstadt.de, Walk, Harro3 walk@mathematik.uni-stuttgart.de |
| Source: | Annals of the Institute of Statistical Mathematics. Apr2018, Vol. 70 Issue 2, p439-465. 27p. |
| Database: | Academic Search Ultimate |
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| ISSN: | 00203157 |
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| DOI: | 10.1007/s10463-016-0595-4 |
