BETTER CONFIDENCE INTERVALS FOR IMPORTANCE SAMPLING (Q3067164)

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BETTER CONFIDENCE INTERVALS FOR IMPORTANCE SAMPLING
scientific article

    Statements

    title
    BETTER CONFIDENCE INTERVALS FOR IMPORTANCE SAMPLING (English)
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    author
    Halis Sak
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    Wolfgang Hörmann
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    Josef Leydold
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    publication date
    20 January 2011
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    zbMATH Keywords
    confidence intervals
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    skewness removal
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    Hall's transformation
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    importance sampling
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    quantitative risk management
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    Identifiers

    zbMATH DE Number
    5839574
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