Monte carlo variance of scrambled net quadrature

SIAM Journal on Numerical Analysis

Volumn 34, Issue 5, 1997, Pages 1884-1910

  Owen, Art B ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Computer experiment; Integration; Latin hypercube; Multiresolution; Orthogonal array sampling; Quasi monte carlo; Wavelets

Indexed keywords

EID: 0013036522     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036142994277468     Document Type: Article

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