New efficient estimators in rare event simulation with heavy tails (Q390439)
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 6243397
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | New efficient estimators in rare event simulation with heavy tails |
scientific article; zbMATH DE number 6243397 |
Statements
New efficient estimators in rare event simulation with heavy tails (English)
0 references
8 January 2014
0 references
Asmussen and Kroese estimator
0 references
efficient estimators
0 references
heavy-tailed distributions
0 references
rare event simulation
0 references
0 references
0 references
0.8569839000701904
0 references
0.856077253818512
0 references
0.856077253818512
0 references
0.8363916873931885
0 references
0.832224428653717
0 references
