Efficient importance sampling for large sums of independent and identically distributed random variables - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles Statistics and Computing Year : 2021

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hal-03503479 , version 1 (27-12-2021)

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Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Gerardo Rubino, Raúl Tempone. Efficient importance sampling for large sums of independent and identically distributed random variables. Statistics and Computing, 2021, 31 (6), pp.1-21. ⟨10.1007/s11222-021-10055-1⟩. ⟨hal-03503479⟩
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