 | Up a level |
Number of items: 3.
Asmussen, S, Jensen, JL and Rojas-Nandayapa, L 
ORCID: 0000-0001-5652-3183
(2016)
Exponential Family Techniques for the Lognormal Left Tail.
Scandinavian Journal of Statistics: Theory and Applications, 43 (3).
pp. 774-787.
Bladt, M and Rojas-Nandayapa, L ORCID: 0000-0001-5652-3183
(2018)
Fitting phase--type scale mixtures to heavy--tailed data and distributions.
Extremes, 21 (2).
pp. 285-313.
Botev, ZI, Ridder, A and Rojas-Nandayapa, L ORCID: 0000-0001-5652-3183
(2016)
SEMIPARAMETRIC CROSS ENTROPY FOR RARE-EVENT SIMULATION.
JOURNAL OF APPLIED PROBABILITY, 53 (3).
pp. 633-649.