@inproceedings{bf7917338cc542929c788aa5d83fda91,
title = "Confidence intervals for quantiles when applying latin hypercube sampling",
abstract = "Latin hypercube sampling (LHS) is a variance-reduction technique (VRT) that can be thought of as an extension of stratified sampling in multiple dimensions. This paper develops asymptotically valid confidence intervals for quantiles that are estimated via simulation using LHS.",
keywords = "Confidence interval, Latin hypercube sampling, Quantile, Variance reduction",
author = "Nakayama, {Marvin K.}",
year = "2010",
doi = "10.1109/SIMUL.2010.10",
language = "English (US)",
isbn = "9780769541426",
series = "Proceedings - 2nd International Conference on Advances in System Simulation, SIMUL 2010",
pages = "78--81",
booktitle = "Proceedings - 2nd International Conference on Advances in System Simulation, SIMUL 2010",
note = "2nd International Conference on Advances in System Simulation, SIMUL 2010 ; Conference date: 22-08-2010 Through 27-08-2010",
}