✦ LIBER ✦

Control Variates for Quantile Estimation

✍ Scribed by Jason C. Hsu and Barry L. Nelson

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Control variates for estimation based on

✍ Petros Dellaportas; Ioannis Kontoyiannis 📂 Article 📅 2011 🏛 Blackwell Publishing 🌐 English ⚖ 801 KB

Calibration methods for estimating quant

✍ M. Rueda; S. Martínez-Puertas; H. Martínez-Puertas; A. Arcos 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 231 KB

Bootstrap variance estimation for Nadara

✍ K. Y. Cheung; Stephen M. S. Lee 📂 Article 📅 2009 🏛 CrossRef test prefix 🌐 English ⚖ 514 KB

A splitting scheme for control variates

✍ Athanassios N. Avramidis; James R. Wilson 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 679 KB

t-Copula generation for control variates

✍ Wolfgang Hörmann; Halis Sak 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 140 KB

ANTITHETIC VARIATES FOR MONTE CARLO ESTI

✍ Tom A. B. Snijders 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 777 KB