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.
Citation
Wei-Liem Loh. "On Latin hypercube sampling." Ann. Statist. 24 (5) 2058 - 2080, October 1996. https://doi.org/10.1214/aos/1069362310
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