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Propagation of Input Tail Uncertainty in Rare-Event Estimation: A Light versus Heavy Tail Dichotomy

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Huang, Zhiyuan, Lam, Henry, Liu, Zhenyuan
Formato:	Preprint
Publicado:	2023
Materias:	Statistics Theory Probability 60F10, 62G32, 65C05
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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