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  • Search: subject:"Latin hypercube sampling"
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Year of publication
Subject
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Latin hypercube sampling 5 Monte Carlo simulation 3 stratified sampling 3 variance reduction 3 Optionspreistheorie 2 Sampling 2 Stichprobenerhebung 2 Theorie 2 Varianzanalyse 2 Analysis of variance 1 Bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Common random numbers (CRN) 1 Cross-validation 1 Effcient global optimization (EGO) 1 Estimation theory 1 Gaussian process 1 Karush-Kuhn-Tucker (KKT) 1 Kriging 1 Latin hypercube sampling (LHS) 1 Mathematical programming 1 Mathematische Optimierung 1 Monte Carlo method 1 Monte-Carlo-Methode 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Pareto frontier 1 Regression analysis 1 Regressionsanalyse 1 Response surface methodology (RSM) 1 Robust optimization 1 Robust statistics 1 Robustes Verfahren 1 Schätztheorie 1 Simulation 1 Stichprobenverfahren 1 Stochastic process 1 Stochastischer Prozess 1 Taguchi 1
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Online availability
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Free 6
Type of publication
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Book / Working Paper 5 Article 1
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 5 Undetermined 1
Author
All
Packham, Natalie 3 Schmidt, Wolfgang M. 3 Arabi, M. 1 Bosch, D.D. 1 Chaubey, I. 1 Dellino, G. 1 Dharmasri, C. 1 Frankenberger, J. 1 Harmel, R.D. 1 Kleijnen, Jack P. C. 1 Kleijnen, Jack P.C. 1 Meloni, C. 1 Munoz-Carpena, R. 1 Sexton, A. 1 Shirmohammadi, A. 1 Wolfe, M.L. 1
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Institution
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Frankfurt School of Finance and Management 1 Tilburg University, Center for Economic Research 1 USDA, ARS 1
Published in...
All
CPQF Working Paper Series 2 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion paper / Center for Economic Research, Tilburg University 1 Working paper series / Centre for Practical Quantitative Finance 1
Source
All
ECONIS (ZBW) 2 RePEc 2 BASE 1 EconStor 1
Showing 1 - 6 of 6
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Simulation optimization through regression or Krigin metamodels
Kleijnen, Jack P. C. - 2017
Persistent link: https://www.econbiz.de/10011659473
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Latin hypercube sampling with dependence and applications in finance
Packham, Natalie; Schmidt, Wolfgang M. - 2008
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, Latin hypercube sampling with dependence (LHSD …
Persistent link: https://www.econbiz.de/10010301705
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Robust Optimization in Simulation : Taguchi and Response Surface Methodology
Kleijnen, Jack P.C.; Dellino, G.; Meloni, C. - Tilburg University, Center for Economic Research - 2008
Optimization of simulated systems is tackled by many methods, but most methods assume known environments. This article, however, develops a 'robust' methodology for uncertain environments. This methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by...
Persistent link: https://www.econbiz.de/10011092859
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Cover Image
Latin hypercube sampling with dependence and applications in finance
Packham, Natalie; Schmidt, Wolfgang M. - Frankfurt School of Finance and Management - 2008
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, Latin hypercube sampling with dependence (LHSD …
Persistent link: https://www.econbiz.de/10009277829
Saved in:
Cover Image
Latin hypercube sampling with dependence and applications in finance
Packham, Natalie; Schmidt, Wolfgang M. - 2008
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, Latin hypercube sampling with dependence (LHSD …
Persistent link: https://www.econbiz.de/10011293923
Saved in:
Cover Image
Uncertainty in TMDL Models.
Shirmohammadi, A.; Chaubey, I.; Harmel, R.D.; Bosch, D.D.; … - 2006
Carlo, Latin hypercube sampling with constrained Monte Carlo, and generalized likelihood uncertainty estimation), and …
Persistent link: https://www.econbiz.de/10009429563
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