Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints

DOI10.5802/afst.1345zbMath1275.62058arXiv1012.1042MaRDI QIDQ1931811

Nicolas Bousquet

Publication date: 16 January 2013

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.1042

zbMATH Keywords

maximum likelihood

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62G05: Nonparametric estimation

65C05: Monte Carlo methods

62L12: Sequential estimation

Related Items

Approximation of Limit State Surfaces in Monotonic Monte Carlo Settings, with Applications to Classification

Uses Software

• Open TURNS
• phimeca
• bootstrap

Cites Work

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