Statistical inference for Sobol pick-freeze Monte Carlo method
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Publication:2953571
DOI10.1080/02331888.2015.1105803zbMath1355.62010arXiv1303.6447OpenAlexW1938308181MaRDI QIDQ2953571
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Publication date: 4 January 2017
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.6447
sensitivity analysisMonte Carlo methodstatistical inferenceconcentration inequalitiestestsBerry-Esseen theoremSobol indices
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)
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