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math.PR2021★ 2 cited
On Negative Dependence Properties of Latin Hypercube Samples and Scrambled Nets
Benjamin Doerr, Michael Gnewuch
We study the notion of -negative dependence of random variables. This notion is a relaxation of the notion of negative orthant dependence (which corresponds to -negative depe…
math.ST2021★ 17 cited
Discrepancy Bounds for a Class of Negatively Dependent Random Points Including Latin Hypercube Samples
Michael Gnewuch, Nils Hebbinghaus
We introduce a class of -negatively dependent random samples. We prove that this class includes, apart from Monte Carlo samples, in particular Latin hypercube samples and Latin…