On Latin hypercube sampling

被引：400

作者：

Loh, WL ^{[1
]}

机构：

[1] PURDUE UNIV,W LAFAYETTE,IN 47907

来源：

ANNALS OF STATISTICS | 1996年 / 24卷 / 05期

关键词：

Berry-Esseen bound; confidence regions; Latin hypercube sampling; multivariate central limit theorem; Stein's method; strong law of large numbers;

D O I：

10.1214/aos/1069362310

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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 <(mu)over cap>(n) based on a Latin hypercube sample. The second establishes sufficient conditions on the convergence rate in the strong law for <(mu)over cap>(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.

引用

页码：2058 / 2080

页数：23

共 18 条

[1] THE RATE OF CONVERGENCE FOR MULTIVARIATE SAMPLING STATISTICS [J].