A general construction for nested Latin hypercube designs

Jin Xu, Xiaojun Duan, Zhengming Wang and Liang Yan

Statistics & Probability Letters, 2018, vol. 134, issue C, 134-140

Abstract: We propose a new construction for nested designs, called General Nested Latin Hypercube designs (GNLHs). Such designs contain nested Latin hypercube designs as special cases. Besides achieving maximum uniformity in one dimension, each layer of GNLHs is flexible in run sizes. Moreover, theoretical results and numerical simulations show that GNLHs perform well on the sampling variance.

Keywords: Computer experiments; Latin hypercube designs; Nested designs; Sampling property (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715217303449
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:134:y:2018:i:c:p:134-140

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2017.10.022

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().