Simulation and estimation of extreme quantiles and extreme probabilities (Q649122)
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scientific article; zbMATH DE number 5982667
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| English | Simulation and estimation of extreme quantiles and extreme probabilities |
scientific article; zbMATH DE number 5982667 |
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Simulation and estimation of extreme quantiles and extreme probabilities (English)
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30 November 2011
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Monte Carlo simulation
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rare event
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Metropolis-Hastings
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watermarking
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0.780833899974823
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0.7534999251365662
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0.7274430990219116
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0.7242240905761719
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