Efficient importance sampling for monte carlo evaluation of exceedance probabilities
10.1214/105051606000000664
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Main Authors: | Chan, H.P., Lai, T.L. |
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Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105111 |
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Institution: | National University of Singapore |
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