@article{publication-450, author={Leippold, Markus and Egloff, Daniel}, doi={10.1214/09-AOS745}, issn={0090-5364}, journal={Annals of Statistics}, number=2, pages={1244-1278}, publisher={Institute of Mathematical Statistics}, title={Quantile Estimation with Adaptive Importance Sampling}, volume=38, year=2010, }