Statistical inference for Sobol pick-freeze Monte Carlo method (Q2953571)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for Sobol pick-freeze Monte Carlo method |
scientific article |
Statements
Statistical inference for Sobol pick-freeze Monte Carlo method (English)
0 references
4 January 2017
0 references
sensitivity analysis
0 references
Sobol indices
0 references
tests
0 references
concentration inequalities
0 references
Berry-Esseen theorem
0 references
statistical inference
0 references
Monte Carlo method
0 references
