Kohler, Michael ; Krzyzak, Adam (2019)
Estimation of extreme quantiles in a simulation model.
In: Journal of Nonparametric Statistics, 31 (2)
doi: 10.1080/10485252.2019.1567727
Article, Bibliographie
| Item Type: | Article |
|---|---|
| Erschienen: | 2019 |
| Creators: | Kohler, Michael ; Krzyzak, Adam |
| Type of entry: | Bibliographie |
| Title: | Estimation of extreme quantiles in a simulation model |
| Language: | English |
| Date: | 22 January 2019 |
| Journal or Publication Title: | Journal of Nonparametric Statistics |
| Volume of the journal: | 31 |
| Issue Number: | 2 |
| DOI: | 10.1080/10485252.2019.1567727 |
| URL / URN: | https://doi.org/10.1080/10485252.2019.1567727 |
| 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 |
| Last Modified: | 24 Apr 2019 13:17 |
| PPN: | |
| 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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