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Volumn 24, Issue 3, 1996, Pages 1209-1224

A combinatorial central limit theorem for randomized orthogonal array sampling designs

Author keywords

Combinatorial central limit theorem; Computer experiment; Convergence rate; Orthogonal array; Sampling design; Stein's method

Indexed keywords


EID: 0030516416     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1032526964     Document Type: Article
Times cited : (27)

References (9)
  • 1
    • 0010707466 scopus 로고
    • p bound for the remainder in a combinatorial central limit theorem
    • p bound for the remainder in a combinatorial central limit theorem. Ann. Probab. 6 231-249.
    • (1978) Ann. Probab. , vol.6 , pp. 231-249
    • Ho, S.T.1    Chen, L.H.Y.2
  • 2
    • 0018468345 scopus 로고
    • A comparison of three methods for selecting values of output variables in the analysis of output from a computer code
    • MCKAY, M. D., CONOVER, W. J. and BECKMAN, R. J. (1979). A comparison of three methods for selecting values of output variables in the analysis of output from a computer code. Technometrics 21 239-245.
    • (1979) Technometrics , vol.21 , pp. 239-245
    • Mckay, M.D.1    Conover, W.J.2    Beckman, R.J.3
  • 3
    • 0000444881 scopus 로고
    • Orthogonal arrays for computer experiments, integration and visualization
    • OWEN, A. B. (1992). Orthogonal arrays for computer experiments, integration and visualization. Statist. Sinica 2 439-452.
    • (1992) Statist. Sinica , vol.2 , pp. 439-452
    • Owen, A.B.1
  • 4
    • 21844504222 scopus 로고
    • Lattice sampling revisited: Monte Carlo variance of means over randomized orthogonal arrays
    • OWEN, A. B. (1994) Lattice sampling revisited: Monte Carlo variance of means over randomized orthogonal arrays. Ann. Statist. 22 930-945.
    • (1994) Ann. Statist. , vol.22 , pp. 930-945
    • Owen, A.B.1
  • 6
    • 0000457248 scopus 로고
    • A bound for the error in the normal approximation to the distribution of a sum of dependent random variables
    • Univ. California Press, Berkeley
    • STEIN, C. M. (1972). A bound for the error in the normal approximation to the distribution of a sum of dependent random variables. Proc. Sixth Berkeley Symp. Math. Statist. Probab. 2 583-602. Univ. California Press, Berkeley.
    • (1972) Proc. Sixth Berkeley Symp. Math. Statist. Probab. , vol.2 , pp. 583-602
    • Stein, C.M.1
  • 8
    • 0023349730 scopus 로고
    • Large sample properties of simulations using Latin hypercube sampling
    • STEIN, M. L. (1987). Large sample properties of simulations using Latin hypercube sampling. Technometrics 29 143-151.
    • (1987) Technometrics , vol.29 , pp. 143-151
    • Stein, M.L.1
  • 9
    • 21344480032 scopus 로고
    • Orthogonal array-based Latin hypercubes
    • TANG, B. (1993). Orthogonal array-based Latin hypercubes. J. Amer. Statist. Assoc. 88 1392-1397.
    • (1993) J. Amer. Statist. Assoc. , vol.88 , pp. 1392-1397
    • Tang, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.