7 citations · 13 across the 2 of their papers we have counts for
2 papers
stat.CO2009★ 7 cited
Importance Sampling for rare events and conditioned random walks
Michel Broniatowski, Ya'Acov Ritov
This paper introduces a new Importance Sampling scheme, called Adaptive Twisted Importance Sampling, which is adequate for the improved estimation of rare event probabilities in he…
math.ST2008★ 6 cited
Estimation and tests for models satisfying linear constraints with unknown parameter
Michel Broniatowski, Amor Keziou
We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. Several statistical examples and motiva…