On the generalization of the hazard rate twisting-based simulation approach
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Publication:1702282
DOI10.1007/s11222-016-9716-4zbMath1384.65013OpenAlexW2556190538WikidataQ59703897 ScholiaQ59703897MaRDI QIDQ1702282
Mohamed-Slim Alouini, Fatma Benkhelifa, Abla Kammoun, Nadhir Ben Rached, Raúl Tempone
Publication date: 28 February 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-016-9716-4
importance samplingrare eventshazard rate twistinglogarithmic efficientnaive Monte Carlotwisting parameter
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