Logarithmically efficient estimation of the tail of the multivariate normal distribution

Autor:	Zdravko Botev, Daniel Mackinlay, Yi-Lung Chen
Rok vydání:	2017
Zdroj:	2017 Winter Simulation Conference (WSC).
DOI:	10.1109/wsc.2017.8247926
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::3f9bd3831f371aab42c470392f0471f1 https://doi.org/10.1109/wsc.2017.8247926 Zobrazit plný text záznamu