Estimates and confidence intervals for importance sampling sensitivity analysis (Q1921102): Difference between revisions
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Property / cites work: Monte Carlo Estimation under Different Distributions Using the Same Simulation / rank | |||
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Property / cites work: Weighted Average Importance Sampling and Defensive Mixture Distributions / rank | |||
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Latest revision as of 14:01, 24 May 2024
scientific article
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English | Estimates and confidence intervals for importance sampling sensitivity analysis |
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Estimates and confidence intervals for importance sampling sensitivity analysis (English)
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11 August 1996
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likelihood ratio method
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Monte Carlo
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score function
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simulation
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variance reduction
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importance sampling
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sensitivity analysis
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perturbations
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confidence intervals
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