Asymptotic robustness of estimators in rare-event simulation (Q4635146)
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scientific article; zbMATH DE number 6859931
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| English | Asymptotic robustness of estimators in rare-event simulation |
scientific article; zbMATH DE number 6859931 |
Statements
Asymptotic robustness of estimators in rare-event simulation (English)
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16 April 2018
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rare-event simulation
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bounded relative error
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importance sampling
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logarithmic efficiency
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robustness
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zero-variance approximation
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