Estimation of rare event probabilities and quantiles applied to an aerospace vehicle fall-back zone analysis

MaRDI QIDQ5263281zbMATH OpenFDO

Authors Jérôme Morio, Rudy Pastel, François Le Gland

Publication date 13 July 2015

Full work available at URL http://journal-sfds.fr/article/view/67/

zbMATH Keywords

extreme value theoryimportance samplingrare event estimationimportance splitting

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Nonparametric statistical resampling methods (62G09) Statistics of extreme values; tail inference (62G32)

Recommendations

• Adaptive Multilevel Splitting for Rare Event Analysis
• Adaptive particle techniques and rare event estimation
• Determination of sample size in a rare event simulation method
• Small variance estimators for rare event probabilities
• Some recent results in rare event estimation

Cited in

(2)

• Bounding rare event probabilities in computer experiments
• Ultra-low risk assessment under the confirmed compliance of automatic aircraft landing characteristics with airworthiness requirements

This page was built for publication: Estimation of rare event probabilities and quantiles applied to an aerospace vehicle fall-back zone analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5263281)