Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Moderate deviation principles for importance sampling estimators of risk measures - MaRDI portal

Moderate deviation principles for importance sampling estimators of risk measures (Q4684867)

From MaRDI portal
scientific article; zbMATH DE number 6943574
Language Label Description Also known as
English
Moderate deviation principles for importance sampling estimators of risk measures
scientific article; zbMATH DE number 6943574

    Statements

    title
    Moderate deviation principles for importance sampling estimators of risk measures (English)
    0 references
    author
    Pierre Nyquist
    0 references
    publication date
    26 September 2018
    0 references
    zbMATH Keywords
    large deviation
    0 references
    moderate deviation
    0 references
    risk measure
    0 references
    empirical process
    0 references
    asymptotics
    0 references
    importance sampling
    0 references
    Monte Carlo
    0 references
    cites work
    Q4445179
    0 references
    Q3891485
    0 references
    Q4391441
    0 references
    Q5445400
    0 references

    Identifiers

    DOI
    10.1017/jpr.2017.13
    0 references
    Mathematics Subject Classification ID
    60F10
    0 references
    65C05
    0 references
    62F12
    0 references
    62P05
    0 references
    zbMATH DE Number
    6943574
    0 references
    OpenAlex ID
    W2704674373
    0 references
    Wikidata QID
    Q60110928
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4684867&oldid=37894212"
    Powered by MediaWiki