Statistical inference for Sobol pick freeze Monte Carlo method

26 March 2013

Clémentine Prieur

Papers citing "Statistical inference for Sobol pick freeze Monte Carlo method"

4 / 4 papers shown

Title
Asymptotic normality and efficiency of two Sobol index estimators Alexandre Janon T. Klein Agnès Lagnoux-Renaudie M. Nodet Clémentine Prieur 58 231 0 26 Mar 2013
Guaranteed Conservative Fixed Width Confidence Intervals Via Monte Carlo Sampling F. J. Hickernell Lan Jiang Yuewei Liu Art B. Owen 67 24 0 21 Aug 2012
Variance components and generalized Sobol' indices Art B. Owen 93 112 0 08 May 2012
Optimal-order bounds on the rate of convergence to normality in the multivariate delta method I. Pinelis Raymond Molzon 105 48 0 31 May 2009