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"Efficient Risk Estimation Using Extreme Value Theory and Simulation ..."

Joseph J. Kennedy et al. (2020)

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DOI: 10.1109/WSC48552.2020.9384101

access: closed

type: Conference or Workshop Paper

metadata version: 2021-04-09

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  dblp key:
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Joseph J. Kennedy, Armin Khayyer, Alexander Vinel, Alice E. Smith:
Efficient Risk Estimation Using Extreme Value Theory and Simulation Metamodeling. WSC 2020: 385-396

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