Bounded Relative Error Importance Sampling and Rare Event Simulation (Q3569722): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:17, 5 February 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
