Yijie Peng, Michael C. Fu, Peter W. Glynn, Jianqiang Hu. On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation. In 2017 Winter Simulation Conference, WSC 2017, Las Vegas, NV, USA, December 3-6, 2017. pages 2336-2347, IEEE, 2017. [doi]
Abstract is missing.