Guangxin Jiang, Michael C. Fu. Quantile sensitivity estimation for dependent sequences. J. Applied Probability, 53(3):715-732, 2016. [doi]
@article{JiangF16-0,
title = {Quantile sensitivity estimation for dependent sequences},
author = {Guangxin Jiang and Michael C. Fu},
year = {2016},
doi = {10.1017/jpr.2016.36},
url = {http://dx.doi.org/10.1017/jpr.2016.36},
researchr = {https://researchr.org/publication/JiangF16-0},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {53},
number = {3},
pages = {715-732},
}