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Liberating the weights

Published:2004-10 Issue:5 Volume:20 Page:593-623
ISSN:0885-064X
Container-title:Journal of Complexity
language:en
Short-container-title:Journal of Complexity

Author:

Dick Josef,Sloan Ian H.,Wang Xiaoqun,Woźniakowski Henryk

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Numerical Analysis,Statistics and Probability,Algebra and Number Theory,General Mathematics

Reference23 articles.

1. Valuation of mortgage backed securities using Brownian bridges to reduce effective dimension;Caflisch;J. Comput. Finance,1997

2. J. Dick, F.Y. Kuo, Reducing the construction cost of the component-by-component construction of good lattice rules, Math. Comput., to appear.

3. The Jackknife estimate of variance;Efron;Ann. Statist.,1981

4. A generalized discrepancy and quadrature error bound;Hickernell;Math. Comput.,1998

5. Tractability of multivariate integration for periodic functions;Hickernell;J. Complexity,2001

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