Geodesic
On the use of quasi-Monte Carlo in bootstrap estimates
Matematičeskoe modelirovanie, Tome 16 (2004) no. 2, pp. 118-122 Cet article a éte moissonné depuis la source Math-Net.Ru

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The bootstrap estimate allows to evaluate the accuracy of a single statistical experiment in certain problems, As a rule, this estimate includes a Monte Carlo computation. In this paper, a quasi-Monte Carlo algorithm is constructed whose convergence rate for certain problems increases considerably. 
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I. M. Sobol'; E. E. Myshetskaya. On the use of quasi-Monte Carlo in bootstrap estimates. Matematičeskoe modelirovanie, Tome 16 (2004) no. 2, pp. 118-122. http://geodesic.mathdoc.fr/item/MM_2004_16_2_a10/

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[2] G. E. B. Archer, A. Saltelli, I. M. Sobol, “Sensitivity measures, ANOVA-like techniques and the use of bootstrap”, J. Statist. Comput. Simul., 58 (1997), 99–120 | DOI | Zbl

[3] I. M. Sobol, E. E. Myshetskaya, “Pogreshnost mnogomernoi kvadraturnoi formuly kak model smescheniya v metode bootstrap”, Kubaturnye formuly i ikh primenenie, 7-i mezhdunar. seminar, Krasnoyarsk, 2003, 154–161

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