拉丁超立方体抽样
数学
中心极限定理
超立方体
非参数统计
采样(信号处理)
收敛速度
统计
经验似然
样品(材料)
组合数学
应用数学
离散数学
置信区间
蒙特卡罗方法
计算机科学
钥匙(锁)
色谱法
计算机安全
计算机视觉
滤波器(信号处理)
化学
标识
DOI:10.1214/aos/1069362310
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 $\hat{\mu}_n$ 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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