Search Results - subject:"Latin hypercube"

A CENTRAL LIMIT THEOREM FOR LATIN HYPERCUBE SAMPLING WITH DEPENDENCE AND APPLICATION TO EXOTIC BASKET OPTION PRICING

AISTLEITNER, CHRISTOPH; HOFER, MARKUS; TICHY, ROBERT - In: International Journal of Theoretical and Applied … 15 (2012) 07, pp. 1250046-1

distributed marginals. In general, Latin hypercube sampling (LHS) is a powerful tool for solving this kind of high … accurate results by using Latin hypercube sampling with dependence (LHSD). We state a central limit theorem for the d …

Persistent link: https://www.econbiz.de/10010883205

A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing

Aistleitner, Christoph; Hofer, Markus; Tichy, Robert F. - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-20

Persistent link: https://www.econbiz.de/10009685903

An Integrated Simulation-Assessment Approach for Evaluating Health Risks of Groundwater Contamination Under Multiple Uncertainties

Yang, A.; Huang, G.; Qin, X. - In: Water Resources Management 24 (2010) 13, pp. 3349-3369

vertex analysis technique and the Latin hypercube sampling (LHS) based stochastic simulation approach were combined into a … fuzzy-Latin hypercube sampling (FLHS) simulation model and was used for predicting contaminant transport in subsurface under …

Persistent link: https://www.econbiz.de/10010847316

Design and analysis of computer experiments

Kuhnt, Sonja; Steinberg, David - In: AStA Advances in Statistical Analysis 94 (2010) 4, pp. 307-309

Persistent link: https://www.econbiz.de/10008925207

Comparing and generating Latin Hypercube designs in Kriging models

Pistone, Giovanni; Vicario, Grazia - In: AStA Advances in Statistical Analysis 94 (2010) 4, pp. 353-366

Persistent link: https://www.econbiz.de/10008925209

Optimal Latin hypercube designs for the Kullback–Leibler criterion

Jourdan, A.; Franco, J. - In: AStA Advances in Statistical Analysis 94 (2010) 4, pp. 341-351

Persistent link: https://www.econbiz.de/10008925211

Computer experiments: a review

Levy, Sigal; Steinberg, David - In: AStA Advances in Statistical Analysis 94 (2010) 4, pp. 311-324

Persistent link: https://www.econbiz.de/10008925214

Latin hypercube sampling with inequality constraints

Petelet, Matthieu; Iooss, Bertrand; Asserin, Olivier; … - In: AStA Advances in Statistical Analysis 94 (2010) 4, pp. 325-339

Persistent link: https://www.econbiz.de/10008925216

Minimal average degree aberration and the state polytope for experimental designs

Berstein, Yael; Maruri-Aguilar, Hugo; Onn, Shmuel; … - In: Annals of the Institute of Statistical Mathematics 62 (2010) 4, pp. 673-698

Persistent link: https://www.econbiz.de/10008456212

Nested maximin Latin hypercube designs

Rennen, Gijs; Husslage, Bart; Dam, Edwin Robert van; … - 2009

Persistent link: https://www.econbiz.de/10003845613