Bounded Relative Error Importance Sampling and Rare Event Simulation (Q3569722): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / cites work | |||
| Property / cites work: The Quantitative Modeling of Operational Risk: Between G-and-H and EVT / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3426055 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic simulation: Algorithms and analysis / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2143/ast.40.1.2049235 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2123021420 / rank | |||
Normal rank | |||
Latest revision as of 12:13, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounded Relative Error Importance Sampling and Rare Event Simulation |
scientific article |
Statements
Bounded Relative Error Importance Sampling and Rare Event Simulation (English)
0 references
21 June 2010
0 references
tail events
0 references
importance sampling distributions
0 references
rare event simulation
0 references
Tukey's g\&h distribution
0 references
