Monitoring in survival analysis and rare event simulation
Monte Carlo methods are a fundamental tool in many areas of statistics. In this thesis, we will examine these methods, especially for rare event simulation. We are mainly interested in the computation of multivariate normal probabilities and in constructing hitting thresholds in survival analysis mo...
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Imperial College London
2012
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.550210 |