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scientific article; zbMATH DE number 5175231
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On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors
scientific article; zbMATH DE number 5175231

    Statements

    On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors (English)
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    27 July 2007
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    Monte Carlo method
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    quasi-Monte Carlo method
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    sensitivity analysis
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    global sensitivity indices
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    \(g\)-functions
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    pseudo-random number generator
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    Sobol sequence
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    numerical examples
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