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Estimation of extreme quantiles in a simulation model

Kohler, Michael and Krzyzak, Adam (2019):
Estimation of extreme quantiles in a simulation model.
In: Journal of Nonparametric Statistics, pp. 393-419, 31, (2), ISSN 1048-5252,
DOI: 10.1080/10485252.2019.1567727,
[Online-Edition: https://doi.org/10.1080/10485252.2019.1567727],
[Article]

Item Type: Article
Erschienen: 2019
Creators: Kohler, Michael and Krzyzak, Adam
Title: Estimation of extreme quantiles in a simulation model
Language: English
Journal or Publication Title: Journal of Nonparametric Statistics
Volume: 31
Number: 2
Uncontrolled Keywords: Extreme quantiles; nonparametric quantile estimation; importance sampling; rates of convergence
Divisions: DFG-Collaborative Research Centres (incl. Transregio)
DFG-Collaborative Research Centres (incl. Transregio) > Collaborative Research Centres
04 Department of Mathematics
04 Department of Mathematics > Stochastik
DFG-Collaborative Research Centres (incl. Transregio) > Collaborative Research Centres > CRC 805: Control of Uncertainty in Load-Carrying Structures in Mechanical Engineering
Date Deposited: 08 Mar 2019 14:01
DOI: 10.1080/10485252.2019.1567727
Official URL: https://doi.org/10.1080/10485252.2019.1567727
Projects: 57157498 – SFB 805, Grant RGPIN-2015-06412
Funders: German Research Foundation (DFG), Natural Sciences and Engineering Research Council of Canada
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