Large Sample Properties of Simulations Using Latin Hypercube Sampling

DOI10.2307/1269769zbMATH Open0627.62010OpenAlexW2015616421MaRDI QIDQ3763383FDOQ3763383

Publication date: 1987

Full work available at URL: https://semanticscholar.org/paper/01b50715c63ac4140d3142e14c4e6090da8edab5

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scientific article; zbMATH DE number 1943029

dependent random variables exchangeability Latin hypercube sampling variance reduction asymptotic variance simple random sampling mean value asymptotically normal rank procedure input variables estimation of expectations of functions of output variables

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Asymptotic distribution theory in statistics (62E20)

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