On the use of variance reducing multipliers in Monte Carlo computations of a global sensitivity index (Q1613798)

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scientific article; zbMATH DE number 1794141
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On the use of variance reducing multipliers in Monte Carlo computations of a global sensitivity index
scientific article; zbMATH DE number 1794141

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    On the use of variance reducing multipliers in Monte Carlo computations of a global sensitivity index (English)
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    2 September 2002
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    sensitivity index
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    Monte Carlo method
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    variance reduction
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    quasi-Monte Carlo
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