"New efficient estimators in rare event simulation with heavy tails."

Quang Huy Nguyen, Christian Y. Robert (2014)

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DOI: 10.1016/J.CAM.2013.10.044

access: open

type: Journal Article

metadata version: 2025-03-03

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Quang Huy Nguyen, Christian Y. Robert:
New efficient estimators in rare event simulation with heavy tails. J. Comput. Appl. Math. 261: 39-47 (2014)

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