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- W155909673 abstract "Approximation properties of the underlying estimator are used to improve the efficiency of the method of dependent tests. A multilevel approximation procedure is developed such that in each level the number of samples is balanced with the level-dependent variance, resulting in a considerable reduction of the overall computational cost. The new technique is applied to the Monte Carlo estimation of integrals depending on a parameter." @default.
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- W155909673 date "2000-01-01" @default.
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- W155909673 title "The Multilevel Method of Dependent Tests" @default.
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- W155909673 doi "https://doi.org/10.1007/978-1-4612-1318-5_4" @default.
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