New efficient estimators in rare event simulation with heavy tails (Q390439)
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scientific article; zbMATH DE number 6243397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New efficient estimators in rare event simulation with heavy tails |
scientific article; zbMATH DE number 6243397 |
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New efficient estimators in rare event simulation with heavy tails (English)
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8 January 2014
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Asmussen and Kroese estimator
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efficient estimators
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heavy-tailed distributions
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rare event simulation
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