Uniformly efficient importance sampling for the tail distribution of sums of random variables
Paul Glasserman; Sandeep Juneja
| Year of publication: |
2008
|
|---|---|
| Authors: | Glasserman, Paul ; Juneja, Sandeep |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 33.2008, 1, p. 36-50
|
| Subject: | Stichprobenerhebung | Sampling | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Zufallsvariable | Random variable | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003687581