Estimates and confidence intervals for importance sampling sensitivity analysis (Q1921102)
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scientific article; zbMATH DE number 915029
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimates and confidence intervals for importance sampling sensitivity analysis |
scientific article; zbMATH DE number 915029 |
Statements
Estimates and confidence intervals for importance sampling sensitivity analysis (English)
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11 August 1996
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likelihood ratio method
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Monte Carlo
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score function
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simulation
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variance reduction
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importance sampling
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sensitivity analysis
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perturbations
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confidence intervals
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