New efficient estimators in rare event simulation with heavy tails

Quang Huy Nguyen, Christian Y. Robert. New efficient estimators in rare event simulation with heavy tails. J. Computational Applied Mathematics, 261:39-47, 2014. [doi]

Authors

Quang Huy Nguyen

This author has not been identified. Look up 'Quang Huy Nguyen' in Google

Christian Y. Robert

This author has not been identified. Look up 'Christian Y. Robert' in Google