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Volumn 9, Issue 2, 1999, Pages 451-473

Variance of quadrature over scrambled unions of nets

Author keywords

Integration; Multiresolution; Quasi Monte Carlo

Indexed keywords


EID: 0033469635     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (16)

References (16)
  • 2
    • 0001368656 scopus 로고
    • The jackknife estimate of variance
    • Efron, B. and Stein, C. (1981). The jackknife estimate of variance. Ann. Statist. 9, 586-596.
    • (1981) Ann. Statist. , vol.9 , pp. 586-596
    • Efron, B.1    Stein, C.2
  • 4
    • 0000790253 scopus 로고    scopus 로고
    • Quadrature error bounds with applications to lattice rules
    • Hickernell, F. J. (1996). Quadrature error bounds with applications to lattice rules. SIAM J. Num. Anal. 33, 1995-2016.
    • (1996) SIAM J. Num. Anal. , vol.33 , pp. 1995-2016
    • Hickernell, F.J.1
  • 5
    • 0032345316 scopus 로고    scopus 로고
    • A generalized discrepancy and quadrature error bound
    • Hickernell, F. J. (1998). A generalized discrepancy and quadrature error bound. Math. Comp. 67, 229-322.
    • (1998) Math. Comp. , vol.67 , pp. 229-322
    • Hickernell, F.J.1
  • 10
    • 0000444881 scopus 로고
    • Randomized orthogonal arrays for computer experiments, integration and visualization
    • Owen, A. B. (1992). Randomized orthogonal arrays for computer experiments, integration and visualization. Statist. Sinica 2, 439-452.
    • (1992) Statist. Sinica , vol.2 , pp. 439-452
    • Owen, A.B.1
  • 11
    • 0001491057 scopus 로고
    • Randomly permuted (t, m, s)-nets and (t, s)-sequences
    • Monte Carlo and Quoasi-Monte Carlo Methods in Scientific Computing (Edited by H. Niederreiter and P. J. S. Shiue), Springer-Verlag, Berlin
    • Owen, A. B. (1995). Randomly permuted (t, m, s)-nets and (t, s)-sequences. In Monte Carlo and Quoasi-Monte Carlo Methods in Scientific Computing (Edited by H. Niederreiter and P. J. S. Shiue), 299-317. Lecture Notes in Statistics, Vol. 106, Springer-Verlag, Berlin.
    • (1995) Lecture Notes in Statistics , vol.106 , pp. 299-317
    • Owen, A.B.1
  • 12
    • 0013036522 scopus 로고    scopus 로고
    • Monte Carlo variance of scrambled equidistribution quadrature
    • Owen, A. B. (1997a). Monte Carlo variance of scrambled equidistribution quadrature. SIAM, J. Num. Anal. 34, 1884-1910.
    • (1997) SIAM, J. Num. Anal. , vol.34 , pp. 1884-1910
    • Owen, A.B.1
  • 13
    • 0031509503 scopus 로고    scopus 로고
    • Scrambled net variance for integrals of smooth functions
    • Owen, A. B. (1997b). Scrambled net variance for integrals of smooth functions. Ann. Statist. 25, 1541-1562.
    • (1997) Ann. Statist. , vol.25 , pp. 1541-1562
    • Owen, A.B.1
  • 14
    • 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


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.