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James R. Wilson
affiliation not provided to SSRN
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1.
Estimating Confidence Intervals and Regions for Quantiles by Monte Carlo Simulation
Number of pages: 46
Posted: 18 Nov 2021
Lei Lei
,
Christos Alexopoulos
,
Yijie Peng
and James R. Wilson
Chongqing University, Georgia Institute of Technology, Peking University and
affiliation not provided to SSRN
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Abstract:
Monte Carlo simulation, quantiles, confidence intervals, confidence regions, sensitivity analysis
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