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October 1996 On Latin hypercube sampling
Wei-Liem Loh
Ann. Statist. 24(5): 2058-2080 (October 1996). DOI: 10.1214/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 $\hat{\mu}_n$ based on a Latin hypercube sample. The second establishes sufficient conditions on the convergence rate in the strong law for $\hat{\mu}_n$. 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.

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Wei-Liem Loh. "On Latin hypercube sampling." Ann. Statist. 24 (5) 2058 - 2080, October 1996. https://doi.org/10.1214/aos/1069362310

Information

Published: October 1996
First available in Project Euclid: 20 November 2003

zbMATH: 0867.62005
MathSciNet: MR1421161
Digital Object Identifier: 10.1214/aos/1069362310

Subjects:
Primary: 62D05
Secondary: 62E20 , 62G15

Keywords: Berry-Esseen bound , Confidence regions , Latin hypercube sampling , multivariate central limit theorem , Stein's method , Strong law of large numbers

Rights: Copyright © 1996 Institute of Mathematical Statistics

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Vol.24 • No. 5 • October 1996
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