A CENTRAL LIMIT THEOREM FOR NESTED OR SLICED LATIN HYPERCUBE DESIGNS
文献类型：期刊论文
| 作者 | He, Xu1 ; Qian, Peter Z. G.2
|
| 刊名 | STATISTICA SINICA
 |
| 出版日期 | 2016-07-01 |
| 卷号 | 26期号:3页码:1117-1128 |
| 关键词 | Computer experiment design of experiment method of moments numerical integration uncertainty quantification |
| ISSN号 | 1017-0405 |
| DOI | 10.5705/ss.202015.0240 |
| 英文摘要 | Nested Latin hypercube designs (Qian (2009)) and sliced Latin hypercube designs (Qian (2012)) are extensions of ordinary Latin hypercube designs with special combinational structures. It is known that the mean estimator over the unit cube computed from either of these designs has the same asymptotic variance as its counterpart for an ordinary Latin hypercube design. We derive a central limit theorem to show that the mean estimator of either of these two designs has a limiting normal distribution. This result is useful for making confidence statements for such designs in numerical integration, uncertainty quantification, and sensitivity analysis. |
| 资助项目 | NSFC[11501550] ; DOE[DE-SC0010548] ; National Science Foundation[CMMI 1233570] ; National Science Foundation[DMS 1055214] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000381591300011 |
| 出版者 | STATISTICA SINICA |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/23587]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | He, Xu |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, 55 East Zhongguancun Rd, Beijing 100190, Peoples R China 2.Univ Wisconsin, Dept Stat, 1300 Univ Ave, Madison, WI 53706 USA |
| 推荐引用方式 GB/T 7714 | He, Xu,Qian, Peter Z. G.. A CENTRAL LIMIT THEOREM FOR NESTED OR SLICED LATIN HYPERCUBE DESIGNS[J]. STATISTICA SINICA,2016,26(3):1117-1128. |
| APA | He, Xu,&Qian, Peter Z. G..(2016).A CENTRAL LIMIT THEOREM FOR NESTED OR SLICED LATIN HYPERCUBE DESIGNS.STATISTICA SINICA,26(3),1117-1128. |
| MLA | He, Xu,et al."A CENTRAL LIMIT THEOREM FOR NESTED OR SLICED LATIN HYPERCUBE DESIGNS".STATISTICA SINICA 26.3(2016):1117-1128. |
入库方式： OAI收割
来源：数学与系统科学研究院
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