State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource, 1 online resource.
- Language
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Englisch
- Bibliographic citation
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State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables ; volume:33 ; number:2 ; day:4 ; month:2 ; year:2023 ; pages:1-15 ; date:4.2023
Statistics and computing ; 33, Heft 2 (4.2.2023), 1-15, 4.2023
- Creator
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Ben Amar, Eya
Ben Rached, Nadhir
Haji-Ali, Abdul-Lateef
Tempone, Raúl
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s11222-022-10202-2
- URN
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urn:nbn:de:101:1-2023081721040850978964
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 10:50 AM CEST
Data provider
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Associated
- Ben Amar, Eya
- Ben Rached, Nadhir
- Haji-Ali, Abdul-Lateef
- Tempone, Raúl
- SpringerLink (Online service)
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Embedding sums of cancellative modes into functorial sums
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State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables
Macroeconomic expectations and state-dependent factor returns
Macroeconomic Expectations and State-Dependent Factor Returns
Refined asymptotics for sums of random exponentials and for nonlinear functionals of Rademacher random variables
Convergence for sums of i.i.d. random variables under sublinear expectations
A comparison method for expectations of a class of continuous polytope functionals
Sums of multidimensional Kloosterman sums
Random cones and polytopes : explicit formulas for expectations of geometric functionals
Sums of squares
Evaluation of various partial sums of Gaussian q-binomial sums
Embedding sums of cancellative modes into functorial sums