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Original Articles

Large Sample Properties of Simulations Using Latin Hypercube Sampling

Pages 143-151 | Published online: 23 Mar 2012

Keep up to date with the latest research on this topic with citation updates for this article.

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T.H. Andres. (1997) Sampling methods and sensitivity analysis for large parameter sets. Journal of Statistical Computation and Simulation 57:1-4, pages 77-110.
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M.M. Dowllng, P.M. Griffin, K.-L. Tsui & C. Zhou. (1997) Statistical Issues in Geometric Feature Inspection Using Coordinate Measuring Machines. Technometrics 39:1, pages 3-17.
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Behzad. Kamgar-Parsi, Behrooz. Kamgar-Parsi & Menashe. Brosh. (1995) Distribution and moments of the weighted sum of uniforms random variables, with applications in reducing monte carlo simulations. Journal of Statistical Computation and Simulation 52:4, pages 399-414.
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ArtB. Owen. (1994) Controlling Correlations in Latin Hypercube Samples. Journal of the American Statistical Association 89:428, pages 1517-1522.
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Boxin Tang. (1993) Orthogonal Array-Based Latin Hypercubes. Journal of the American Statistical Association 88:424, pages 1392-1397.
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Kenneth T. Bogen. (1993) An intermediate-precision approximation of the inverse cumulative normal distribution. Communications in Statistics - Simulation and Computation 22:3, pages 797-801.
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S. mark Handcock. (1991) On cascading latin hypercube designs and additive models for experiments. Communications in Statistics - Theory and Methods 20:2, pages 417-439.
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