A hybrid approach based on saddlepoint and importance sampling methods for bootstrap tail probability estimation

Stephen M. S. Lee, Irene O. L. Wong. A hybrid approach based on saddlepoint and importance sampling methods for bootstrap tail probability estimation. Statistics and Computing, 12(3):209-217, 2002. [doi]

@article{LeeW02,
  title = {A hybrid approach based on saddlepoint and importance sampling methods for bootstrap tail probability estimation},
  author = {Stephen M. S. Lee and Irene O. L. Wong},
  year = {2002},
  doi = {10.1023/A:1020742625430},
  url = {http://dx.doi.org/10.1023/A:1020742625430},
  tags = {rule-based, systematic-approach},
  researchr = {https://researchr.org/publication/LeeW02},
  cites = {0},
  citedby = {0},
  journal = {Statistics and Computing},
  volume = {12},
  number = {3},
  pages = {209-217},
}