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]
@article{NguyenR14-0,
title = {New efficient estimators in rare event simulation with heavy tails},
author = {Quang Huy Nguyen and Christian Y. Robert},
year = {2014},
doi = {10.1016/j.cam.2013.10.044},
url = {http://dx.doi.org/10.1016/j.cam.2013.10.044},
researchr = {https://researchr.org/publication/NguyenR14-0},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {261},
pages = {39-47},
}