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

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Property / DOI: 10.1007/s11134-007-9051-8 / rank
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Property / author: Sandeep Juneja / rank
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Latest revision as of 19:37, 18 December 2024

scientific article
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English
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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