Efficient routines for multidimensional numerical integration are provided by quasi-Monte Carlo methods. These methods are based on evaluating the integrand at a set of representative points of the integration area. A set may be called representative if it shows a low discrepancy. However, in...

Monte Carlo Methoden haben sich auf vielen Gebieten der Statistik und Ökonometrie als wertvolles Instrument erwiesen. Die übliche Verwendung von Pseudozufallszahlen führt dazu, daß der Zusammenhang zwischen einem allgemeinen Zufallsbegriff und der Anwendung in Monte Carlo Verfahren eher ein...

Discrepancy measure can be utilized as a uniformity measure for comparing factorial designs. A so-called discrete discrepancy has been used to evaluate the uniformity of factorials. In this paper we give linkages among uniformity measured by the discrete discrepancy, generalized minimum...

Supersaturated designs have become increasingly popular in recent years because of their potential in saving run size and the technical novelty. In this paper, the minimum generalized aberration (MGA) criterion proposed by Ma and Fang (2001) (and another two equivalent criteria proposed by Xu...

Many construction methods for (nearly) uniform designs have been proposed under the centered <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$L_2$$</EquationSource> </InlineEquation>-discrepancy, and most of them are only suitable for constructing designs with small size. This paper proposes a new method, called mixture method (MM), to construct nearly...</equationsource></inlineequation>

Based on an analysis of copulas of elliptically contoured distributions, joint densities of continuous variables with given strictly increasing marginal distributions are constructed. A method utilized for this procedure is to embed the spherical distribution quantile transformation of each...