A central limit theorem for marginally coupled designs
Sumin Wang,
Dongying Wang and
Fasheng Sun
Statistics & Probability Letters, 2019, vol. 146, issue C, 168-174
Abstract:
In this paper, we derive a central limit theorem for marginally coupled designs that are intended for computer experiments with both qualitative and quantitative factors. This result is useful for establishing confidence intervals for estimators in various statistical applications.
Keywords: Computer experiment; Design of experiment; Latin hypercube design; Orthogonal array; Sliced space-filling design (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:146:y:2019:i:c:p:168-174
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DOI: 10.1016/j.spl.2018.11.018
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