Large Sample Properties of Simulations Using Latin Hypercube Sampling

DOI10.2307/1269769zbMATH Open0627.62010OpenAlexW2015616421MaRDI QIDQ3763383FDOQ3763383

Authors: Michael L. Stein 

Publication date: 1987

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

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zbMATH Keywords

dependent random variablesexchangeabilityLatin hypercube samplingvariance reductionasymptotic variancesimple random samplingmean valueasymptotically normalrank procedureinput variablesestimation 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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