IMPROVING THE NORMALIZED IMPORTANCE SAMPLING ESTIMATOR

DOI10.1017/S0269964812000198OpenAlexW2078602816MaRDI QIDQ4902491FDOQ4902491

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

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Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY

Cited In (1)

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

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