Statistical inference for Sobol pick-freeze Monte Carlo method
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/02331888.2015.1105803
Reference12 articles.
1. Wiley series in probability and statistics;Saltelli A,2000
2. Asymptotic Statistics
3. Survey of sampling-based methods for uncertainty and sensitivity analysis
4. Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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