A Tutorial on Quantile Estimation via Monte Carlo
Hui Dong, Marvin K. Nakayama
Topics & Concepts
QuantileEstimatorMonte Carlo methodVariance reductionPercentileComputer scienceImportance samplingEconometricsQuantile regressionVariance (accounting)StatisticsMathematicsEconomicsAccountingStatistical Methods and InferenceProbability and Risk ModelsRisk and Portfolio Optimization