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1
Testing the assumptions behind importance sampling.
Published 2009“…In this paper we use extreme value theory to empirically assess the appropriateness of this assumption. …”
Journal article -
2
Testing the assumptions behind importance sampling.
Published 2007“…In this paper we use extreme value theory to empirically assess the appropriateness of this assumption. …”
Working paper -
3
Testing the Assumptions Behind the Use of Importance Sampling.
Published 2002“…In this paper we propose to use extreme value theory to empirically assess the appropriateness of this assumption. …”
Working paper