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Asymptotic Robustness of Estimators in Rare-Event Simulation

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https://hal.inria.fr/hal-00793291
Contributor : Anne Jaigu <>
Submitted on : Friday, February 22, 2013 - 8:32:40 AM
Last modification on : Tuesday, June 15, 2021 - 4:29:49 PM

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  • HAL Id : hal-00793291, version 1

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Pierre l'Ecuyer, Jose H. Blanchet, Bruno Tuffin, Peter W. Glynn. Asymptotic Robustness of Estimators in Rare-Event Simulation. ACM Transactions on Modeling and Computer Simulation, Association for Computing Machinery, 2010, 20 (1), pp.Article 6. ⟨hal-00793291⟩

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