Computing Estimators of a Quantile and Conditional Value-at-Risk

Sha Cao, Truong Dang, James M. Calvin, Marvin K. Nakayama. Computing Estimators of a Quantile and Conditional Value-at-Risk. In Winter Simulation Conference, WSC 2025, Seattle, WA, USA, December 7-10, 2025. pages 199-210, IEEE, 2025. [doi]

Abstract

Abstract is missing.