Semiparametric Cross Entropy for Rare-Event Simulation

Z. Botev, A.A.N. Ridder, L. Rojas-Nandayapa

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages26
Publication statusPublished - 2013

Publication series

NameTI Discussion Paper
No.13-127/III

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