Optimization and Stabilization of Cubature Rules
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-62130-2_4
Reference18 articles.
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3. Hammer, P. C., & Stroud, A. H. (1958). Numerical evaluation of multiple integrals. II. Mathematics of Computation, 12(64), 272.
4. Hammer, P. C., & Wymore, A. W. (1957). Numerical evaluation of multiple integrals I. Mathematical Tables and Other Aids to Computation, 11(58), 59.
5. Heiss, F., & Winschel, V. (2008). Likelihood approximation by numerical integration on sparse grids. Journal of Econometrics, 144(1), 62–80.
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