Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models
| Year of publication: |
2020
|
|---|---|
| Authors: | Pan, Qiyun ; Byon, Eunshin ; Ko, Young Myoung ; Lam, Henry |
| Published in: |
Naval Research Logistics (NRL). - Wiley, ISSN 1520-6750, ZDB-ID 1465691-7. - Vol. 67.2020, 7 (19.08.), p. 524-547
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/nav.21938 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012407552