Further characterizations of design optimality and admissibility for partial parameter estimation in linear regression

DOI10.1214/aos/1176350485zbMath0649.62070MaRDI QIDQ1105960

Norbert Gaffke

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350485

zbMATH Keywords

minimization problem; linear estimation; Gauss-Markov estimator; approximate design; Chebyshev approximation; invariant designs; optimal linear regression designs; Design admissibility; multiple quadratic regression; new equivalence theorem; one-dimensional polynomial regression; second order response surfaces

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62K05: Optimal statistical designs

49K35: Optimality conditions for minimax problems

62C15: Admissibility in statistical decision theory

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