New efficient estimators in rare event simulation with heavy tails (Q390439): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:08, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | New efficient estimators in rare event simulation with heavy tails |
scientific article |
Statements
New efficient estimators in rare event simulation with heavy tails (English)
0 references
8 January 2014
0 references
Asmussen and Kroese estimator
0 references
efficient estimators
0 references
heavy-tailed distributions
0 references
rare event simulation
0 references