Efficient importance sampling for large sums of independent and identically distributed random variables

Ben Rached, Nadhir (Corresponding author); Haji-Ali, Abdul-Lateef; Rubino, Gerardo; Tempone, Raul

Dordrecht [u.a.] : Springer Science + Business Media B.V (2021)
Fachzeitschriftenartikel

In: Statistics and computing
Band: 31
Heft: 6
Seite(n)/Artikel-Nr.: 79