New efficient estimators in rare event simulation with heavy tails
Work
Year: 2013
Type: article
Authors Quang H. Nguyen, Christian Y. Robert
Institution Université Claude Bernard Lyon 1
Cites: 22
Cited by: 8
Related to: 10
FWCI: 1.062
Citation percentile (by year/subfield): 79.88
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed