Large Sample Properties of Simulations Using Latin Hypercube Sampling (Q3763383)

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scientific article; zbMATH DE number 4020188
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    Large Sample Properties of Simulations Using Latin Hypercube Sampling
    scientific article; zbMATH DE number 4020188

      Statements

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      1987
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      rank procedure
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      exchangeability
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      dependent random variables
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      Latin hypercube sampling
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      estimation of expectations of functions of output variables
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      mean value
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      asymptotic variance
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      simple random sampling
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      asymptotically normal
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      variance reduction
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      input variables
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      Large Sample Properties of Simulations Using Latin Hypercube Sampling (English)
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