Statistical inference for Sobol pick-freeze Monte Carlo method (Q2953571)
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scientific article
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| English | Statistical inference for Sobol pick-freeze Monte Carlo method |
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Statistical inference for Sobol pick-freeze Monte Carlo method (English)
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4 January 2017
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sensitivity analysis
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Sobol indices
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tests
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concentration inequalities
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Berry-Esseen theorem
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statistical inference
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Monte Carlo method
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0.8835146427154541
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0.820396900177002
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0.8031253218650818
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0.7972726225852966
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0.7884905934333801
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