FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2037478404> ?p ?o ?g. }

• W2037478404 endingPage "76" @default.
• W2037478404 startingPage "57" @default.
• W2037478404 abstract "ABSTRACT We consider the problem of estimating ℙ(Y 1 + … + Y n > x) by importance sampling when the Y i are i.i.d. and heavy-tailed. The idea is to exploit the cross-entropy method as a tool for choosing good parameters in the importance sampling distribution; in doing sso, we use the asymptotic description that given ℙ(Y 1 + … + Y n > x), n − 1 of the Y i have distribution F and one the conditional distribution of Y given Y > x. We show in some specific parametric examples (Pareto and Weibull) how this leads to precise answers which, as demonstrated numerically, are close to being variance minimal within the parametric class under consideration. Related problems for M/G/1 and GI/G/1 queues are also discussed." @default.
• W2037478404 created "2016-06-24" @default.
• W2037478404 creator A5069529674 @default.
• W2037478404 creator A5078659383 @default.
• W2037478404 creator A5088935199 @default.
• W2037478404 date "2005-02-09" @default.
• W2037478404 modified "2023-10-08" @default.
• W2037478404 title "HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY" @default.
• W2037478404 cites W1513180487 @default.
• W2037478404 cites W1577352482 @default.
• W2037478404 cites W1985658808 @default.
• W2037478404 cites W1999617963 @default.
• W2037478404 cites W2019055161 @default.
• W2037478404 cites W2046223361 @default.
• W2037478404 cites W2077846544 @default.
• W2037478404 cites W2100757903 @default.
• W2037478404 cites W2132083787 @default.
• W2037478404 cites W2146416787 @default.
• W2037478404 cites W2502254989 @default.
• W2037478404 cites W4253060460 @default.
• W2037478404 doi "https://doi.org/10.1081/stm-200046472" @default.
• W2037478404 hasPublicationYear "2005" @default.
• W2037478404 type Work @default.
• W2037478404 sameAs 2037478404 @default.
• W2037478404 citedByCount "47" @default.
• W2037478404 countsByYear W20374784042012 @default.
• W2037478404 countsByYear W20374784042013 @default.
• W2037478404 countsByYear W20374784042014 @default.
• W2037478404 countsByYear W20374784042016 @default.
• W2037478404 countsByYear W20374784042017 @default.
• W2037478404 countsByYear W20374784042020 @default.
• W2037478404 countsByYear W20374784042021 @default.
• W2037478404 countsByYear W20374784042022 @default.
• W2037478404 countsByYear W20374784042023 @default.
• W2037478404 crossrefType "journal-article" @default.
• W2037478404 hasAuthorship W2037478404A5069529674 @default.
• W2037478404 hasAuthorship W2037478404A5078659383 @default.
• W2037478404 hasAuthorship W2037478404A5088935199 @default.
• W2037478404 hasBestOaLocation W20374784042 @default.
• W2037478404 hasConcept C105795698 @default.
• W2037478404 hasConcept C106131492 @default.
• W2037478404 hasConcept C106301342 @default.
• W2037478404 hasConcept C114614502 @default.
• W2037478404 hasConcept C117251300 @default.
• W2037478404 hasConcept C118615104 @default.
• W2037478404 hasConcept C121332964 @default.
• W2037478404 hasConcept C121864883 @default.
• W2037478404 hasConcept C133514767 @default.
• W2037478404 hasConcept C137635306 @default.
• W2037478404 hasConcept C140779682 @default.
• W2037478404 hasConcept C147581598 @default.
• W2037478404 hasConcept C149441793 @default.
• W2037478404 hasConcept C1602530 @default.
• W2037478404 hasConcept C160403385 @default.
• W2037478404 hasConcept C173291955 @default.
• W2037478404 hasConcept C190373308 @default.
• W2037478404 hasConcept C199360897 @default.
• W2037478404 hasConcept C28826006 @default.
• W2037478404 hasConcept C31972630 @default.
• W2037478404 hasConcept C33923547 @default.
• W2037478404 hasConcept C41008148 @default.
• W2037478404 hasConcept C62520636 @default.
• W2037478404 hasConceptScore W2037478404C105795698 @default.
• W2037478404 hasConceptScore W2037478404C106131492 @default.
• W2037478404 hasConceptScore W2037478404C106301342 @default.
• W2037478404 hasConceptScore W2037478404C114614502 @default.
• W2037478404 hasConceptScore W2037478404C117251300 @default.
• W2037478404 hasConceptScore W2037478404C118615104 @default.
• W2037478404 hasConceptScore W2037478404C121332964 @default.
• W2037478404 hasConceptScore W2037478404C121864883 @default.
• W2037478404 hasConceptScore W2037478404C133514767 @default.
• W2037478404 hasConceptScore W2037478404C137635306 @default.
• W2037478404 hasConceptScore W2037478404C140779682 @default.
• W2037478404 hasConceptScore W2037478404C147581598 @default.
• W2037478404 hasConceptScore W2037478404C149441793 @default.
• W2037478404 hasConceptScore W2037478404C1602530 @default.
• W2037478404 hasConceptScore W2037478404C160403385 @default.
• W2037478404 hasConceptScore W2037478404C173291955 @default.
• W2037478404 hasConceptScore W2037478404C190373308 @default.
• W2037478404 hasConceptScore W2037478404C199360897 @default.
• W2037478404 hasConceptScore W2037478404C28826006 @default.
• W2037478404 hasConceptScore W2037478404C31972630 @default.
• W2037478404 hasConceptScore W2037478404C33923547 @default.
• W2037478404 hasConceptScore W2037478404C41008148 @default.
• W2037478404 hasConceptScore W2037478404C62520636 @default.
• W2037478404 hasIssue "1" @default.
• W2037478404 hasLocation W20374784041 @default.
• W2037478404 hasLocation W20374784042 @default.
• W2037478404 hasOpenAccess W2037478404 @default.
• W2037478404 hasPrimaryLocation W20374784041 @default.
• W2037478404 hasRelatedWork W2005148544 @default.
• W2037478404 hasRelatedWork W2022487152 @default.
• W2037478404 hasRelatedWork W2047851142 @default.
• W2037478404 hasRelatedWork W2345245742 @default.
• W2037478404 hasRelatedWork W2515358769 @default.
• W2037478404 hasRelatedWork W2761749131 @default.
• W2037478404 hasRelatedWork W3125717588 @default.
• W2037478404 hasRelatedWork W3178384524 @default.

• next