Efficient importance sampling for events of moderate deviations with applications (Q3367610)

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Efficient importance sampling for events of moderate deviations with applications
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    Efficient importance sampling for events of moderate deviations with applications (English)
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    24 January 2006
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    Bootstrap
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    Confidence region
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    Exponential tilting
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    Importance resampling
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    Large deviation
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    Stratified sampling
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