Estimates and confidence intervals for importance sampling sensitivity analysis
type: Item
instance of: scholarly article
title: Estimates and confidence intervals for importance sampling sensitivity analysis
zbMATH Open document ID: 0855.62020
DOI: 10.1016/0895-7177(96)00041-6
author: Timothy C. Hesterberg
published in: Mathematical and Computer Modelling
publication date: 1996-08-11T00:00:00Z
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 915029
zbMATH Keywords: likelihood ratio method
zbMATH Keywords: Monte Carlo
zbMATH Keywords: score function
zbMATH Keywords: simulation
zbMATH Keywords: variance reduction
zbMATH Keywords: importance sampling
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: perturbations
zbMATH Keywords: confidence intervals
MaRDI profile type: Publication
full work available at URL: 0895-7177(96)00041-6
OpenAlex ID: W2035655679
cites work: Monte Carlo Estimation under Different Distributions Using the Same Simulation
cites work: Q3141922
cites work: Importance Sampling for Stochastic Simulations
cites work: Weighted Average Importance Sampling and Defensive Mixture Distributions
cites work: Q5819795
description: scientific article; zbMATH DE number 915029