A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments

Annals of Statistics

Volumn 36, Issue 4, 2008, Pages 1983-2023

  Loh, Wei Liem ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Computer experiment; Multivariate central limit theorem; Numerical integration; OA based latin hypercube; Randomized orthogonal array; Stein's method

Indexed keywords

EID: 51049091711     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS530     Document Type: Article

References (19)

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