Monte Carlo Variance of Scrambled Net Quadrature (Q4377528)

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scientific article; zbMATH DE number 1116282
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    Monte Carlo Variance of Scrambled Net Quadrature
    scientific article; zbMATH DE number 1116282

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      Monte Carlo Variance of Scrambled Net Quadrature (English)
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      10 February 1998
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      computer experiment
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      multidimensional multiresolution analysis
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      Latin hypercube sampling
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      numerical quadrature
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      orthogonal array sampling
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      quasi-Monte Carlo method
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