메뉴 건너뛰기




Volumn 44, Issue 3, 1999, Pages 267-280

On the variance of quadrature over scrambled nets and sequences

Author keywords

Equidistribution methods; Integration; Monte Carlo methods

Indexed keywords


EID: 0000616083     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(99)00018-8     Document Type: Article
Times cited : (27)

References (13)
  • 1
    • 0001368656 scopus 로고
    • The jackknife estimate of variance
    • Efron B., Stein C. The jackknife estimate of variance. Ann. Statist. 9:1981;586-596.
    • (1981) Ann. Statist. , vol.9 , pp. 586-596
    • Efron, B.1    Stein, C.2
  • 3
    • 0000790253 scopus 로고    scopus 로고
    • Quadrature error bounds with applications to lattice rules
    • Hickernell F.J. Quadrature error bounds with applications to lattice rules. SIAM J. Numer. Anal. 33:1996;1995-2016.
    • (1996) SIAM J. Numer. Anal. , vol.33 , pp. 1995-2016
    • Hickernell, F.J.1
  • 6
    • 0000444881 scopus 로고
    • Randomized orthogonal arrays for computer experiments, integration and visualization
    • Owen A.B. Randomized orthogonal arrays for computer experiments, integration and visualization. Statistica Sinica. 2:1992;439-452.
    • (1992) Statistica Sinica , vol.2 , pp. 439-452
    • Owen, A.B.1
  • 7
    • 0001491057 scopus 로고
    • Randomly permuted (t,m,s) -nets and (t,s) -sequences
    • In: Niederreiter, H., Shiue, P.J.S. (Eds.), Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (Berlin) Springer, Berlin
    • Owen, A.B., 1995. Randomly permuted (t,m,s) -nets and (t,s) -sequences. In: Niederreiter, H., Shiue, P.J.S. (Eds.), Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (Berlin). Lecture Notes in Statistics, vol. 106. Springer, Berlin, pp. 299-317.
    • (1995) Lecture Notes in Statistics , vol.106 , pp. 299-317
    • Owen, A.B.1
  • 8
    • 0013036522 scopus 로고    scopus 로고
    • Monte Carlo variance of scrambled equidistribution quadrature
    • Owen A.B. Monte Carlo variance of scrambled equidistribution quadrature. SIAM J. Numer. Anal. 34:1997;1884-1910.
    • (1997) SIAM J. Numer. Anal. , vol.34 , pp. 1884-1910
    • Owen, A.B.1
  • 9
    • 0031509503 scopus 로고    scopus 로고
    • Scrambled net variance for integrals of smooth functions
    • Owen A.B. Scrambled net variance for integrals of smooth functions. Ann. Statist. 25:1997;1541-1562.
    • (1997) Ann. Statist. , vol.25 , pp. 1541-1562
    • Owen, A.B.1
  • 10
    • 0000828041 scopus 로고    scopus 로고
    • Scrambled Sobol and Niederreiter-Xing points
    • Owen, A.B., 1998. Scrambled Sobol and Niederreiter-Xing points. J. Complexity 14, 466-489.
    • (1998) J. Complexity , vol.14 , pp. 466-489
    • Owen, A.B.1
  • 13
    • 0033469635 scopus 로고    scopus 로고
    • Variance of quadrature over scrambled unions of nets
    • Yue, R.X., 1999. Variance of quadrature over scrambled unions of nets. Statistica Sinica 9 (2).
    • (1999) Statistica Sinica , vol.9 , Issue.2
    • Yue, R.X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.