On The Impacts of Tail Model Uncertainty in Rare-Event Estimation

Zhiyuan Huang, Henry Lam. On The Impacts of Tail Model Uncertainty in Rare-Event Estimation. In 2019 Winter Simulation Conference, WSC 2019, National Harbor, MD, USA, December 8-11, 2019. pages 950-961, IEEE, 2019. [doi]

@inproceedings{HuangL19-43,
  title = {On The Impacts of Tail Model Uncertainty in Rare-Event Estimation},
  author = {Zhiyuan Huang and Henry Lam},
  year = {2019},
  doi = {10.1109/WSC40007.2019.9004933},
  url = {https://doi.org/10.1109/WSC40007.2019.9004933},
  researchr = {https://researchr.org/publication/HuangL19-43},
  cites = {0},
  citedby = {0},
  pages = {950-961},
  booktitle = {2019 Winter Simulation Conference, WSC 2019, National Harbor, MD, USA, December 8-11, 2019},
  publisher = {IEEE},
  isbn = {978-1-7281-3283-9},
}