Importance Sampling for Simulation of Large and Moderate Deviation Probabilities of Tests and Estimators (Q5307620)
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scientific article; zbMATH DE number 5191432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance Sampling for Simulation of Large and Moderate Deviation Probabilities of Tests and Estimators |
scientific article; zbMATH DE number 5191432 |
Statements
Importance Sampling for Simulation of Large and Moderate Deviation Probabilities of Tests and Estimators (English)
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17 September 2007
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Importance sampling
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large deviations
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moderate deviations
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empirical measure
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