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Statistical inference for Sobol pick-freeze Monte Carlo method - MaRDI portal

Statistical inference for Sobol pick-freeze Monte Carlo method (Q2953571)

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Statistical inference for Sobol pick-freeze Monte Carlo method
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    Statistical inference for Sobol pick-freeze Monte Carlo method (English)
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    4 January 2017
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    sensitivity analysis
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    Sobol indices
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    tests
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    concentration inequalities
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    Berry-Esseen theorem
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    statistical inference
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    Monte Carlo method
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