Rare Event Estimation

Rare Event Estimation is a methodological framework within Extreme Value Theory that characterizes the probability and magnitude of events occurring in the tails of a distribution by extrapolating beyond observed data using asymptotic tail behavior.

330

Publications

16.2K

Citations

630

Authors

375

Institutions

Publications per year

2017–2026

56

Authors

630

  1. DP
    Dirk P. Kroese

    The University of Queensland, Australia

    10 publications · 540 citations

    10

    h-index

  2. JB
    José Blanchet

    Columbia University, United States

    8 publications · 274 citations

    8

    h-index

  3. BT
    Bruno Tuffin

    Institut national de recherche en sciences et technologies du numérique, France

    7 publications · 302 citations

    7

    h-index

  4. AG
    Arnaud Guyader

    Institut national de recherche en sciences et technologies du numérique, France

    6 publications · 562 citations

    6

    h-index

  5. PL
    Pierre L’Ecuyer

    Université de Montréal, Canada

    6 publications · 273 citations

    6

    h-index

1–5 of 630

Venues

  1. Reliability Engineering & System Safety

    12 publications · 566 citations

    11

    h-index

  2. ACM Transactions on Modeling and Computer Simulation

    TOMACS · 6 publications · 747 citations

    6

    h-index

  3. The Journal of Chemical Physics

    6 publications · 196 citations

    6

    h-index

  4. Structural Safety

    6 publications · 474 citations

    6

    h-index

  5. SSRN Electronic Journal

    Repository · 5 publications · 99 citations

    5

    h-index

1–5