Nonparametric Importance Sampling (Q4366023)

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scientific article; zbMATH DE number 1089335
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English
Nonparametric Importance Sampling
scientific article; zbMATH DE number 1089335

    Statements

    author
    Ping Zhang
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    publication date
    25 January 1998
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    zbMATH Keywords
    adaptive importance sampling
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    integral evaluation
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    kernel density estimation
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    Monte Carlo simulation
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    variance reduction
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    title
    Nonparametric Importance Sampling (English)
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    Identifiers

    DOI
    10.2307/2291743
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    Mathematics Subject Classification ID
    62G07
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    62G05
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    65C99
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    zbMATH DE Number
    1089335
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    OpenAlex ID
    W4248909745
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