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Approximation and estimation of very small probabilities of multivariate extreme events

2 March 2015

Papers citing "Approximation and estimation of very small probabilities of multivariate extreme events"

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Title
Achieving Efficiency in Black Box Simulation of Distribution Tails with Self-structuring Importance Samplers Anand Deo Karthyek Murthy 75 10 0 14 Feb 2021
Linking representations for multivariate extremes via a limit set N. Nolde J. Wadsworth 41 24 0 02 Dec 2020