Semiparametric cross entropy for rare-event simulation (Q2836222)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric cross entropy for rare-event simulation |
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Semiparametric cross entropy for rare-event simulation (English)
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9 December 2016
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light-tailed
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regularly-varying
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rare-event probability
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cross entropy method
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rare-event simulation
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sampling method
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