MCMC design-based non-parametric regression for rare event. application to nested risk computations (Q515537)
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scientific article; zbMATH DE number 6695538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MCMC design-based non-parametric regression for rare event. application to nested risk computations |
scientific article; zbMATH DE number 6695538 |
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MCMC design-based non-parametric regression for rare event. application to nested risk computations (English)
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16 March 2017
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empirical regression scheme
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rare event
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algorithm
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Markov chain Monte Carlo sampler
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non-parametric regression
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least squares method
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error bound
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numerical results
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financial risk
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