DOI10.1080/03610910802702510zbMath1160.62307MaRDI QIDQ3625360
Marco Bee
Publication date: 12 May 2009 Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1080/03610910802702510
zbMATH Keywords
tail probability; importance sampling; cross-entropy; compound distributions; defensive mixtures
Mathematics Subject Classification ID
62F10: Point estimation
62B10: Statistical aspects of information-theoretic topics
Uses Software