Importance sampling with the generalized exponential power density

Statistics and Computing

Volumn 15, Issue 3, 2005, Pages 189-196

  Desgagné, Alain ^a   Angers, Jean Françcois ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Credence; Heavy tail density; Importance sampling; Monte Carlo; Numerical integration

Indexed keywords

EID: 21644454521     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-005-1308-7     Document Type: Article

References (15)

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