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The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling
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- Journal:
- Advances in Applied Probability / Volume 44 / Issue 3 / September 2012
- Published online by Cambridge University Press:
- 04 January 2016, pp. 815-841
- Print publication:
- September 2012
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Asymptotics for the Lp-deviation of the variance estimator under diffusion
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- Journal:
- ESAIM: Probability and Statistics / Volume 8 / August 2004
- Published online by Cambridge University Press:
- 15 September 2004, pp. 132-149
- Print publication:
- August 2004
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