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

DOI10.2307/3318470zbMath0979.65005OpenAlexW2032493869MaRDI QIDQ5933569

Akimichi Takemura, Nobuaki Hoshino

Publication date: 26 July 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/770d0c1d787e8106deb7b75f38c9ec105db4c202

zbMATH Keywords

Monte Carlo methodLatin hypercube samplingvariance reduction

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)

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