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

DOI10.1214/07-AOS530zbMath1143.62044arXiv0708.0656MaRDI QIDQ939670

Wei-Liem Loh

Publication date: 28 August 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.0656

zbMATH Keywords

numerical integrationStein's methodANOVA decompositionOA-based Latin hypercube

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Design of statistical experiments (62K99) Central limit and other weak theorems (60F05) Orthogonal arrays, Latin squares, Room squares (05B15) Analysis of variance and covariance (ANOVA) (62J10) Numerical integration (65D30)

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