[Aas2004]Aas K., Modelling the dependence structure of financial assets: a survey of four copulas, Norwegian Computing Center report nr. SAMBA/22/04, December 2004. pdf
[Au2001]Au, S. K. Estimation of small failure probabilities in high dimensions by subset simulation. Prob. Eng. Mech., 2001, 16(4), 263-277. pdf
[Bhattacharyya1997]Bhattacharyya G.K., and R.A. Johnson, Statistical Concepts and Methods, John Wiley and Sons, New York, 1997.
[Blatman2009]Blatman, G. Adaptive sparse polynomial chaos expansions for uncertainty propagation and sensitivity analysis., PhD thesis. Blaise Pascal University-Clermont II, France, 2009. pdf
[Burnham2002]Burnham, K.P., and Anderson, D.R. Model Selection and Multimodel Inference: A Practical Information Theoretic Approach, Springer, 2002.
[Caniou2012]Caniou, Y. Global sensitivity analysis for nested and multiscale modelling. PhD thesis. Blaise Pascal University-Clermont II, France, 2012. pdf
[Dagostino1986]D’Agostino, R.B. and Stephens, M.A. Goodness-of-Fit Techniques, Marcel Dekker, Inc., New York, 1986.
[Damblin2013]G. Damblin, M. Couplet and B. Iooss. Numerical studies of space filling designs: optimization of Latin hypercube samples and subprojection properties. Journal of Simulation, 7:276-289, 2013. pdf
[Devroye1986]Devroye L, Non-Uniform RandomVariate Generation, Springer-Verlag, New York, 1986 pdf
[Dixon1983]Dixon, W.J., Massey, F.J, Introduction to statistical analysis 4th ed., McGraw-Hill, 1983
[Doornik2005]Doornik, J.A. An Improved Ziggurat Method to Generate Normal Random Samples, mimeo, Nuffield College, University of Oxford, 2005. pdf
[Fang2006]K-T. Fang, R. Li, and A. Sudjianto. Design and modeling for computer experiments. Chapman & Hall CRC, 2006.
[Gamboa2013]Gamboa, F., Janon, A., Klein, T. & Lagnoux, A. Sensitivity analysis for multidimensional and functional outputs. 2013 pdf
[Hormann1992]Hormann W., The generation of Binomial Random Variates pdf
[Jansen1999]Jansen, M.J.W. Analysis of variance designs for model output, Computer Physics Communication, 1999, 117, 35-43. pdf
[Jin2005]R. Jin, W. Chen, and A. Sudjianto. An efficient algorithm for constructing optimal design of computer experiments. Journal of Statistical Planning and Inference, 134 :268-287, 2005. pdf
[Johnson1990]Johnson M, Moore L and Ylvisaker D (1990). Minimax and maximin distance design. Journal of Statistical Planning and Inference 26(2): 131-148.
[Jones1998]Donald R. Jones, Matthias Schonlau and William J Welch. Global optimization of expensive black-box functions, Journal of Global Optimization, 13(4), 455-492, 1998. pdf
[Knight1966]Knight, W. R. A Computer Method for Calculating Kendall’s Tau with Ungrouped Data. Journal of the American Statistical Association, 1966, 61(314, Part 1), 436-439. pdf
[Koay2006]Koay C.G., Basser P.J., Analytically exact correction scheme for signal extraction from noisy magnitude MR signals, Journal of magnetics Resonance 179, 317-322, 2006.
[Koehler1996]J.R. Koehler and A.B. Owen. Computer experiments. In S. Ghosh and C.R. Rao, editors, Design and analysis of experiments, volume 13 of Handbook of statistics. Elsevier, 1996.
[Lebrun2009a]Lebrun, R. & Dutfoy, A. An innovating analysis of the Nataf transformation from the copula viewpoint. Prob. Eng. Mech., 2009, 24, 312-320. pdf
[Lebrun2009b]Lebrun, R. & Dutfoy, A. A generalization of the Nataf transformation to distributions with elliptical copula. Prob. Eng. Mech., 2009, 24, 172-178. pdf
[Lebrun2009c]Lebrun, R. & Dutfoy, A. Do Rosenblatt and Nataf isoprobabilistic transformations really differ? Prob. Eng. Mech., 2009, 24, 577-584. pdf
[Marsaglia1993]Marsaglia G. and Tsang W. W., A Simple Method for Generating Gamma, Journal of Statistical Computational and Simulation, vol 46, pp101 - 110,1993.
[Martinez2011]Martinez, J-M., Analyse de sensibilite globale par decomposition de la variance, Presentation in the meeting of GdR Ondes and GdR MASCOT-NUM, January, 13th, 2011, Institut Henri Poincare, Paris, France
[Matthys2003]G. Matthys & J. Beirlant, Estimating the extreme value index and high quantiles with exponential regression models, Statistica Sinica, 13, 850-880, 2003. pdf
[McKay1979]McKay M, Beckman R and Conover W (1979). A comparison of three methods for selecting values of input variables in the analysis of output from a computer code. Technometrics 21(2): 239-245. pdf
[Minka2012]Thomas P. Minka, Estimating a Dirichlet distribution, Microsoft Research report, 2000 (revised 2003, 2009, 2012). pdf
[Morris1995]D. Morris and J. Mitchell. Exploratory designs for computational experiments. Journal of Statistical Planning and Inference, 43 :381-402, 1995. pdf
[Munoz2011]M. Munoz Zuniga, J. Garnier, E. Remy and E. de Rocquigny, Adaptative Directional Stratification for controlled estimation of the probability of a rare event, Reliability Engineering and System Safety, 2011. pdf
[Nataf1962]Nataf, A. Determination des distributions dont les marges sont donnees. C. R. Acad. Sci. Paris, 1962, 225, 42-43. pdf
[NISThandbook]NIST/SEMATECH e-Handbook of Statistical Methods,
[NLopt]Steven G. Johnson, The NLopt nonlinear-optimization package,
[Pronzato2012]Pronzato L and Muller W (2012). Design of computer experiments: Space filling and beyond. Statistics and Computing 22(3): 681-701. pdf
[Rai2015]Rai, P. Sparse Low Rank Approximation of Multivariate Functions - Applications in Uncertainty Quantification., PhD thesis. Ecole Centrale de Nantes, France, 2015. pdf
[Rosenblatt1952]Rosenblatt, M. Remarks on a multivariate transformation. Ann. Math. Stat., 1952, 23, 470-472. pdf
[Saltelli1999]Saltelli, A., Tarantola, S. & Chan, K. A quantitative, model independent method for global sensitivity analysis of model output. Technometrics, 1999, 41(1), 39-56. pdf
[Saltelli2002]Saltelli, A. Making best use of model evaluations to compute sensitivity indices. Computer Physics Communication, 2002, 145, 580-297. pdf
[Saporta1990]Saporta, G. (1990). Probabilités, Analyse de données et Statistique, Technip
[Simard2011]Simard, R. & L’Ecuyer, P. Computing the Two-Sided Kolmogorov- Smirnov Distribution. Journal of Statistical Software, 2011, 39(11), 1-18. pdf
[Sobol1993]Sobol, I. M. Sensitivity analysis for non-linear mathematical model Math. Modelling Comput. Exp., 1993, 1, 407-414. pdf
[Sobol2007]Sobol, I.M., Tarantola, S., Gatelli, D., Kucherenko, S.S. and Mauntz, W. Estimating the approximation errors when fixing unessential factors in global sensitivity analysis, Reliability Engineering and System Safety, 2007, 92, 957-960. pdf
[SoizeGhanem2004]Soize, C., Ghanem, R. Physical systems with random uncertainties: Chaos representations with arbitrary probability measure, SIAM Journal on Scientific Computing, Society for Industrial and Applied Mathematics, 2004, 26 (2), 395-410. pdf
[Sprent2001]Sprent, P., and Smeeton, N.C. Applied Nonparametric Statistical Methods, Third edition, Chapman & Hall, 2001.
[Stadlober1990]Stadlober E., The ratio of uniforms approach for generating discrete random variates. Journal of Computational and Applied Mathematics, vol. 31, no. 1, pp. 181-189, 1990. pdf