This is a preview. Log in through your library . Abstract Nested Latin hypercube designs (Qian (2009)) and sliced Latin hypercube designs (Qian (2012)) are extensions of ordinary Latin hypercube ...
This is a preview. Log in through your library . Abstract We introduce a class of γ-negatively dependent random samples. We prove that this class includes, apart from Monte Carlo samples, in ...
In Monte Carlo simulation, Latin hypercube sampling (LHS) (McKay et al (1979)) is a well-known variance reduction technique for vectors of independent random variables. The method presented here, ...
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