"Asymptotic robustness of estimators in rare-event simulation."

Pierre L'Ecuyer et al. (2010)

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DOI: 10.1145/1667072.1667078

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type: Journal Article

metadata version: 2024-08-04

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Pierre L'Ecuyer, Jose H. Blanchet, Bruno Tuffin, Peter W. Glynn:
Asymptotic robustness of estimators in rare-event simulation. ACM Trans. Model. Comput. Simul. 20(1): 6:1-6:41 (2010)

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