Geodesic
On the use of quasi-Monte Carlo in bootstrap estimates
Matematičeskoe modelirovanie, Tome 16 (2004) no. 2, pp. 118-122 
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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Voir la notice de l'article provenant de la source Math-Net.Ru

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.

[1] B. Efron, R. Tibsharani, An Introduction to the Bootstrap, Chapman Hall, New York, London, 1993 | MR | Zbl

[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

[4] I. M. Sobol, “Ob otsenke chuvstvitelnosti dlya nelineinykh matematicheskikh modelei”, Matem. modelirovanie, 2:1 (1990), 112–118 | MR | Zbl