The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling

Publisher: Cambridge University Press

E-ISSN: 1475-6064|44|3|815-841

ISSN: 0001-8678

Source: Advances in Applied Probability, Vol.44, Iss.3, 2012-09, pp. : 815-841

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Abstract