On the asymptotic distribution of scrambled net quadrature
نویسندگان
چکیده
منابع مشابه
Monte Carlo Variance of Scrambled Net Quadrature
Hybrids of equidistribution and Monte Carlo methods of integration can achieve the superior accuracy of the former while allowing the simple error estimation methods of the latter. This paper studies the variance of one such hybrid, scrambled nets, by applying a multidimensional multiresolution (wavelet) analysis to the integrand. The integrand is assumed to be measurable and square integrable ...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2003
ISSN: 0090-5364
DOI: 10.1214/aos/1059655914