Adaptive importance sampling for simulating copula-based distributions (Q2276225)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5934644
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Adaptive importance sampling for simulating copula-based distributions |
scientific article; zbMATH DE number 5934644 |
Statements
Adaptive importance sampling for simulating copula-based distributions (English)
0 references
1 August 2011
0 references
cross-entropy
0 references
finite mixtures
0 references
0.8011637926101685
0 references
0.7695862054824829
0 references
0.7675946950912476
0 references
0.7654289603233337
0 references
