Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 1 of 1 for “"Sparsity function"”.
-
Variance reduction techniques for estimating quantiles and value-at-risk
… portfolio risk. When the cumulative distribution function is unknown, the quantile can not be computed exactly and must be estimated. In addition to computing a point estimate for the quantile, it is important to also provide a confidence interval for the quantile as a way of indicating the error …