Optimal Parameters for Multidimensional Integration

DOI10.1137/0710068zbMath0241.65027OpenAlexW2079516112MaRDI QIDQ5652118

Patrick Keast

Publication date: 1973

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0710068

Mathematics Subject Classification ID

Numerical integration (65D30)

Related Items (5)

Normal variance mixtures: distribution, density and parameter estimation ⋮ Numerical multidimensional integration with PyMikor ⋮ Pricing Options Using Lattice Rules ⋮ Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria ⋮ The Representation of Lattice Quadrature Rules as Multiple Sums

Uses Software

• MVNEXG

This page was built for publication: Optimal Parameters for Multidimensional Integration