Lattice sampling revisited: Monte Carlo variance of means over randomized orthogonal arrays
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Publication:1339700
DOI10.1214/aos/1176325504zbMath0807.62059OpenAlexW2054385052MaRDI QIDQ1339700
Publication date: 1 March 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325504
coincidencesLatin hypercube samplingsample meancomputer experimentrandomized orthogonal arraysrandomization variance
Design of statistical experiments (62K99) Monte Carlo methods (65C05) Orthogonal arrays, Latin squares, Room squares (05B15) Factorial statistical designs (62K15) Numerical integration (65D30)
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