Relative Error and asymptotic optimality in estimating rare event probabilities by importance sampling

Sandmann, WernerWernerSandmann2019-09-192014-09-242004https://fis.uni-bamberg.de/handle/uniba/12463engRelative Error and asymptotic optimality in estimating rare event probabilities by importance samplingconferenceobjectwww.orsoc.org.uk