IMPROVING THE NORMALIZED IMPORTANCE SAMPLING ESTIMATOR

DOI10.1017/S0269964812000198MaRDI QIDQ4902491zbMATH OpenOpenAlexFDO

Authors Samim Ghamami, Sheldon M. Ross

Publication date 15 January 2013

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964812000198

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 1999206 (Why is no real title available?)
• HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY

Cited in

(1)

• Improving the Cavalieri estimator under non-equidistant sampling and dropouts

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