Guangxin Jiang, Michael C. Fu. Technical Note - On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis. Operations Research, 63(2):435-441, 2015. [doi]
@article{JiangF15-0,
title = {Technical Note - On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis},
author = {Guangxin Jiang and Michael C. Fu},
year = {2015},
doi = {10.1287/opre.2015.1356},
url = {http://dx.doi.org/10.1287/opre.2015.1356},
researchr = {https://researchr.org/publication/JiangF15-0},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {63},
number = {2},
pages = {435-441},
}