Christos Alexopoulos

Georgia Institute of Technology

Atlanta, GA 30332

United States

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Scholarly Papers (1)

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:

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Monte Carlo simulation, quantiles, confidence intervals, confidence regions, sensitivity analysis