Botev, ZI, Ridder, A and Rojas-Nandayapa, L
(2016)
SEMIPARAMETRIC CROSS ENTROPY FOR RARE-EVENT SIMULATION.
JOURNAL OF APPLIED PROBABILITY, 53 (3).
633 - 649.
![]() |
Text
1310.3596v1.pdf - Submitted Version Download (230kB) |
Item Type: | Article |
---|---|
Uncontrolled Keywords: | Light-tailed, regularly-varying, subexponential, rare-event probability, cross entropy method |
Depositing User: | Symplectic Admin |
Date Deposited: | 04 Nov 2016 08:38 |
Last Modified: | 09 Jan 2021 08:04 |
DOI: | 10.1017/jpr.2016.31 |
Related URLs: | |
URI: | https://livrepository.liverpool.ac.uk/id/eprint/3004345 |
Dimensions
Altmetric
Share
CORE (COnnecting REpositories)