Adaptive importance sampling for simulating copula-based distributions (Q2276225)

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scientific article; zbMATH DE number 5934644
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    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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