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"A hybrid approach based on saddlepoint and importance sampling methods for ..."

Stephen M. S. Lee, Irene O. L. Wong (2002)

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DOI: 10.1023/A:1020742625430

access: closed

type: Journal Article

metadata version: 2020-03-25

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Stephen M. S. Lee, Irene O. L. Wong:
A hybrid approach based on saddlepoint and importance sampling methods for bootstrap tail probability estimation. Stat. Comput. 12(3): 209-217 (2002)

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