Safe and Effective Importance Sampling

Journal of the American Statistical Association

Volumn 95, Issue 449, 2000, Pages 135-143

  Owen, Art ^a   Zhou, Yi ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Control variates; Monte Carlo; Rare events; Reliability; Value at risk; Variance reduction

Indexed keywords

EID: 0442309556     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2000.10473909     Document Type: Article

References (11)

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