A CENTRAL LIMIT THEOREM FOR NESTED OR SLICED LATIN HYPERCUBE DESIGNS

doi:10.5705/ss.202015.0240

CSpace > 应用数学研究所

	A CENTRAL LIMIT THEOREM FOR NESTED OR SLICED LATIN HYPERCUBE DESIGNS
	He, Xu1 ; Qian, Peter Z. G.2
	2016-07-01
发表期刊	STATISTICA SINICA
ISSN	1017-0405
卷号	26 期号:3 页码:1117-1128
摘要	Nested Latin hypercube designs (Qian (2009)) and sliced Latin hypercube designs (Qian (2012)) are extensions of ordinary Latin hypercube designs with special combinational structures. It is known that the mean estimator over the unit cube computed from either of these designs has the same asymptotic variance as its counterpart for an ordinary Latin hypercube design. We derive a central limit theorem to show that the mean estimator of either of these two designs has a limiting normal distribution. This result is useful for making confidence statements for such designs in numerical integration, uncertainty quantification, and sensitivity analysis.
关键词	Computer experiment design of experiment method of moments numerical integration uncertainty quantification
DOI	10.5705/ss.202015.0240
语种	英语
资助项目	NSFC[11501550] ; DOE[DE-SC0010548] ; National Science Foundation[CMMI 1233570] ; National Science Foundation[DMS 1055214]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000381591300011
出版者	STATISTICA SINICA
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/23588
专题	应用数学研究所
通讯作者	He, Xu
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, 55 East Zhongguancun Rd, Beijing 100190, Peoples R China 2.Univ Wisconsin, Dept Stat, 1300 Univ Ave, Madison, WI 53706 USA
推荐引用方式 GB/T 7714	He, Xu,Qian, Peter Z. G.. A CENTRAL LIMIT THEOREM FOR NESTED OR SLICED LATIN HYPERCUBE DESIGNS[J]. STATISTICA SINICA,2016,26(3):1117-1128.
APA	He, Xu,&Qian, Peter Z. G..(2016).A CENTRAL LIMIT THEOREM FOR NESTED OR SLICED LATIN HYPERCUBE DESIGNS.STATISTICA SINICA,26(3),1117-1128.
MLA	He, Xu,et al."A CENTRAL LIMIT THEOREM FOR NESTED OR SLICED LATIN HYPERCUBE DESIGNS".STATISTICA SINICA 26.3(2016):1117-1128.