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"Semiparametric cross entropy for rare-event simulation."

Zdravko I. Botev, Ad Ridder, Leonardo Rojas-Nandayapa (2016)

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DOI: 10.1017/JPR.2016.31

access: closed

type: Journal Article

metadata version: 2020-04-16

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Zdravko I. Botev, Ad Ridder, Leonardo Rojas-Nandayapa:
Semiparametric cross entropy for rare-event simulation. J. Appl. Probab. 53(3): 633-649 (2016)

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