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

zbMATH Open1316.62185MaRDI QIDQ5263281FDOQ5263281

Jérôme Morio, François Le Gland, Rudy Pastel

Publication date: 13 July 2015

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

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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)

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