Estimating extreme probabilities using tail simulated data

International Journal of Approximate Reasoning

Volumn 17, Issue 2-3, 1997, Pages 163-189

  Castillo, Enrique ^a   Solares, Cristina ^b   Gómez, Patricia ^b  

^a UNIVERSITY OF CANTABRIA   (Spain)

^b NONE

Author keywords

Bayesian networks; Generalized pareto distribution; Simulation; Stratified simulation; Tails

Indexed keywords

COMPUTER SIMULATION; ESTIMATION; MONTE CARLO METHODS; RANDOM PROCESSES; RISK ASSESSMENT; SENSITIVITY ANALYSIS;

BAYESIAN NETWORKS; GENERALIZED PARETO DISTRIBUTION; TAIL SIMULATED DATA;

PROBABILITY;

EID: 0031211752     PISSN: 0888613X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0888-613X(97)00011-X     Document Type: Article

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