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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/questa/KroeseR04>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Dirk_P._Kroese>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Reuven_Y._Rubinstein>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1023%2FB%3AQUES.0000027989.97672.be>
foaf:homepage <https://doi.org/10.1023/B:QUES.0000027989.97672.be>
dc:identifier DBLP journals/questa/KroeseR04 (xsd:string)
dc:identifier DOI doi.org%2F10.1023%2FB%3AQUES.0000027989.97672.be (xsd:string)
dcterms:issued 2004 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/questa>
rdfs:label The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Dirk_P._Kroese>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Reuven_Y._Rubinstein>
swrc:number 3-4 (xsd:string)
swrc:pages 317-351 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/questa/KroeseR04/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/questa/KroeseR04>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/questa/questa46.html#KroeseR04>
rdfs:seeAlso <https://doi.org/10.1023/B:QUES.0000027989.97672.be>
dc:subject cross-entropy; heavy tail distributions; rare events; simulation; importance sampling; likelihood ratio (xsd:string)
dc:title The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 46 (xsd:string)