On reduction of finite-sample variance by extended Latin hypercube sampling

Bernoulli

Volumn 6, Issue 6, 2000, Pages 1035-1050

  Hoshino, Nobuaki ^a   Takemura, Akimichi ^b  

^a KANAZAWA UNIVERSITY   (Japan)

^b UNIVERSITY OF TOKYO   (Japan)

Author keywords

Computer experiments; Monte carlo simulation; Numerical integration; Orthogonal arrays; Variance reduction

Indexed keywords

EID: 0037654268     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318470     Document Type: Article

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