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Reliable error estimation for Sobol' indices - MaRDI portal

Reliable error estimation for Sobol' indices (Q1704013)

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scientific article; zbMATH DE number 6848113
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English
Reliable error estimation for Sobol' indices
scientific article; zbMATH DE number 6848113

    Statements

    Reliable error estimation for Sobol' indices (English)
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    8 March 2018
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    Sobol' index
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    error bound
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    sequential method
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    quasi-Monte Carlo method
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