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|Title:||On latin hypercube sampling|
Latin hypercube sampling
Multivariate central limit theorem
Strong law of large numbers
|Source:||Loh, W.-L. (1996-10). On latin hypercube sampling. Annals of Statistics 24 (5) : 2058-2080. ScholarBank@NUS Repository. https://doi.org/aos/1069362310|
|Abstract:||This paper contains a collection of results on Latin hypercube sampling. The first result is a Berry-Esseen-type bound for the multivariate central limit theorem of the sample mean μ̂n based on a Latin hypercube sample. The second establishes sufficient conditions on the convergence rate in the strong law for μ̂n Finally motivated by the concept of empirical likelihood, a way of constructing nonparametric confidence regions based on Latin hypercube samples is proposed for vector means.|
|Source Title:||Annals of Statistics|
|Appears in Collections:||Staff Publications|
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