Propagation of Input Tail Uncertainty in Rare-Event Estimation: A Light versus Heavy Tail Dichotomy
Fuente:
arXiv
Guardado en:
| Autores principales: | Huang, Zhiyuan, Lam, Henry, Liu, Zhenyuan |
|---|---|
| Formato: | Preprint |
| Publicado: |
2023
|
| Materias: | |
| Acceso en línea: | |
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