Asymptotic normality of scrambled geometric net quadrature (Q2403436): Difference between revisions

The article is divided as follows: In the introductory Section 1, it is stated that the main idea is to expand the work by \textit{W.-L. Loh} [Ann. Stat. 31, No. 4, 1282--1324 (2003; Zbl 1105.62304)] to show that the scrambled geometric net estimate has an asymptotic normal distribution for certain smooth functions defined on products of suitable subsets of dimension \(d\). Section 2 deals with the main results involving smooth functions, bounds on variance (Theorem 1) and asymptotic normality (Theorem 2). The proof of Theorem 1 is given in Section 6. In Section 3, numerical studies are given in two examples. Section 4 deals with scrambled geometric nets while ANOVA and multiresolution is discussed in Section 5. Section 8 deals with Stein's method and the proof of Theorem 2. The article ends with a discussion in Section 9.