Pages that link to "Item:Q5388070"
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The following pages link to Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables (Q5388070):
Displaying 16 items.
- The transform likelihood ratio method for rare event simulation with heavy tails (Q596384) (← links)
- Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
- Importance sampling for Jackson networks (Q833107) (← links)
- Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk (Q991456) (← links)
- Estimation and approximation of densities of i.i.d. sums via importance sampling. (Q1275584) (← links)
- Linear stochastic fluid networks: rare-event simulation and Markov modulation (Q1739369) (← links)
- Efficient importance sampling for large sums of independent and identically distributed random variables (Q2058910) (← links)
- Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error (Q2465684) (← links)
- Efficient simulation of large deviation events for sums of random vectors using saddle-point representations (Q2854076) (← links)
- Importance Sampling for Failure Probabilities in Computing and Data Transmission (Q3182431) (← links)
- Efficient importance sampling for events of moderate deviations with applications (Q3367610) (← links)
- Efficient importance sampling in ruin problems for multidimensional regularly varying random walks (Q3578666) (← links)
- Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360) (← links)
- HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY (Q4678851) (← links)
- Uniformly efficient simulation for extremes of Gaussian random fields (Q4684932) (← links)
- Fast simulations in credit risk (Q5745630) (← links)
