Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error (Q2465684): Difference between revisions

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Revision as of 13:47, 27 June 2024

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Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
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    Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error (English)
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    7 January 2008
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    Bounded relative error
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    Asymptotically zero relative error
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    Complexity
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    Rare event simulation
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    Regular variation
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    Subexponential distribution
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    Importance sampling
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    Conditional Monte-Carlo
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    Control variate
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