Estimating the integral of a squared regression function with Latin hypercube sampling

DOI10.1016/S0167-7152(96)00048-XzbMath1003.62517MaRDI QIDQ1359742

Wei-Liem Loh

Publication date: 15 January 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceLatin hypercube samplingnearest neighbour estimatornonparametric information boundintegrated squared regression function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes

Cites Work

• Estimation of integrated squared density derivatives
• Efficient estimation of linear functionals of a probability measure \(P\) with known marginal distributions
• On Latin hypercube sampling
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• Controlling Correlations in Latin Hypercube Samples
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