Modelling correlated random variables

DOI10.1515/156939603322587470MaRDI QIDQ4457882zbMATH OpenOpenAlexFDO

Authors E. E. Myshetskaya, Il'ya Sobol'

Publication date 17 March 2004

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/156939603322587470

zbMATH Keywords

samplingalgorithmscorrelationMonte Carloincomplete dataquasi-Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05)

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• Estimation of global sensitivity indices for models with dependent variables
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