On Latin hypercube sampling
Open Access
- 1 October 1996
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 24 (5), 2058-2080
- https://doi.org/10.1214/aos/1069362310
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.