Adaptive importance sampling for simulating copula-based distributions (Q2276225)
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scientific article; zbMATH DE number 5934644
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| English | Adaptive importance sampling for simulating copula-based distributions |
scientific article; zbMATH DE number 5934644 |
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Adaptive importance sampling for simulating copula-based distributions (English)
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1 August 2011
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cross-entropy
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finite mixtures
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0.8011637926101685
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0.7695862054824829
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0.7675946950912476
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0.7654289603233337
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