Efficient simulation for dependent rare events with applications to extremes

Research output: Research - peer-reviewJournal article

  • Lars Nørvang Andersen
  • Patrick Laub
  • Leonardo Rojas-Nandayapa
    Leonardo Rojas-NandayapaSchool of Mathematics and Physics, University of QueenslandUniversity of Liverpool, Liverpool, United Kingdom.United Kingdom
Original languageEnglish
JournalMethodology and Computing in Applied Probability
StateSubmitted - 7 Oct 2016

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ID: 103392275