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Article Dans Une Revue Methodology and Computing in Applied Probability Année : 2018

Efficient Simulation for Dependent Rare Events with Applications to Extremes

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hal-02014757 , version 1 (11-02-2019)

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  • HAL Id : hal-02014757 , version 1

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Lars Nørvang Andersen, Leonardo Rojas-Nandayapa, Patrick J. Laub. Efficient Simulation for Dependent Rare Events with Applications to Extremes. Methodology and Computing in Applied Probability, 2018, 20 (1), pp.385-409. ⟨hal-02014757⟩

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