On the generalization of the hazard rate twisting-based simulation approach
DOI10.1007/S11222-016-9716-4zbMATH Open1384.65013OpenAlexW2556190538WikidataQ59703897 ScholiaQ59703897MaRDI QIDQ1702282FDOQ1702282
Authors: Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, R. Tempone 
Publication date: 28 February 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-016-9716-4
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Cited In (5)
- On the efficient simulation of the left-tail of the sum of correlated log-normal variates
- Efficient importance sampling for large sums of independent and identically distributed random variables
- A fast and accurate numerical method for the left tail of sums of independent random variables
- Efficient exponential tilting with applications
- State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables
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