Statistical inference for Sobol pick-freeze Monte Carlo method (Q2953571)

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    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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