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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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Dettagli Bibliografici
Autori principali:	Huang, Zhiyuan, Lam, Henry, Liu, Zhenyuan
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Statistics Theory Probability 60F10, 62G32, 65C05
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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