Bounded Relative Error Importance Sampling and Rare Event Simulation (Q3569722): Difference between revisions
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| Property / cites work: The Quantitative Modeling of Operational Risk: Between G-and-H and EVT / rank | |||
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| Property / cites work: Q3426055 / rank | |||
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| Property / cites work: Stochastic simulation: Algorithms and analysis / rank | |||
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| Property / cites work: HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY / rank | |||
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| Property / full work available at URL: https://doi.org/10.2143/ast.40.1.2049235 / rank | |||
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Latest revision as of 11:13, 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)
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21 June 2010
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tail events
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importance sampling distributions
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rare event simulation
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Tukey's g\&h distribution
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