Modelling correlated random variables

DOI10.1515/156939603322587470zbMath1040.65003OpenAlexW4249860909MaRDI QIDQ4457882

E. E. Myshetskaya, Ilya M. 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

correlationsamplingalgorithmsMonte Carloincomplete dataquasi-Monte Carlo

Mathematics Subject Classification ID

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

Related Items (2)

On the 80th birthday of Il’ya Meierovich Sobol ⋮ Estimation of global sensitivity indices for models with dependent variables

This page was built for publication: Modelling correlated random variables