## The Annals of Statistics

### On Latin hypercube sampling

Wei-Liem Loh

#### Abstract

This paper contains a collection of results on Latin hypercube sampling. The first result is a Berry-Esseen-type bound for the multivariate central limit theorem of the sample mean $\hat{\mu}_n$ based on a Latin hypercube sample. The second establishes sufficient conditions on the convergence rate in the strong law for $\hat{\mu}_n$. Finally motivated by the concept of empirical likelihood, a way of constructing nonparametric confidence regions based on Latin hypercube samples is proposed for vector means.

#### Article information

Source
Ann. Statist., Volume 24, Number 5 (1996), 2058-2080.

Dates
First available in Project Euclid: 20 November 2003

https://projecteuclid.org/euclid.aos/1069362310

Digital Object Identifier
doi:10.1214/aos/1069362310

Mathematical Reviews number (MathSciNet)
MR1421161

Zentralblatt MATH identifier
0867.62005

#### Citation

Loh, Wei-Liem. On Latin hypercube sampling. Ann. Statist. 24 (1996), no. 5, 2058--2080. doi:10.1214/aos/1069362310. https://projecteuclid.org/euclid.aos/1069362310