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20122017
most citedFitting phase--type scale mixtures to heavy--tailed data and distributions

3 citations · 10 across the 7 of their papers we have counts for

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stat.CO2013

Semiparametric Cross Entropy for rare-event simulation

Z. I. Botev, A. Ridder, L. Rojas-Nandayapa

The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density…