Analysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilities

DOI10.1007/s11222-011-9277-5zbMath1252.62104MaRDI QIDQ693310

Emmanuel Remy, Miguel Munoz Zuniga, Josselin Garnier

Publication date: 7 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9277-5

zbMATH Keywords

Monte Carlo; simulations; small probabilities

Mathematics Subject Classification ID

65C05: Monte Carlo methods

62N02: Estimation in survival analysis and censored data

62N05: Reliability and life testing

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Some Recent Results in Rare Event Estimation

Cites Work

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