Rare-event probability estimation with conditional Monte Carlo (Q666350): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q118141936, #quickstatements; #temporary_batch_1711055989931 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q118141936 / rank | |||
Normal rank | |||
Revision as of 22:50, 21 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rare-event probability estimation with conditional Monte Carlo |
scientific article |
Statements
Rare-event probability estimation with conditional Monte Carlo (English)
0 references
8 March 2012
0 references
bounded relative error
0 references
conditional Monte Carlo
0 references
cross-entropy
0 references
screening
0 references
bottlenecks
0 references
degeneracy
0 references
heavy-tailed distribution
0 references
rare event
0 references
subexponential distribution
0 references
normal copula
0 references
\(t\)-copula
0 references
credit risks
0 references
