Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models

DOI10.1007/s00184-020-00803-0zbMath1475.62219arXiv1909.03763OpenAlexW2971860418MaRDI QIDQ2230660

Norbert Gaffke, Rainer Schwabe, Fritjof Freise

Publication date: 28 September 2021

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.03763

zbMATH Keywords

asymptotic normalityD-optimalityadaptive estimationstrong consistencygeneralized linear modelapproximate design

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Optimal statistical designs (62K05) Generalized linear models (logistic models) (62J12) Sequential statistical design (62L05)

Uses Software

• R

Cites Work

• Elemental information matrices and optimal experimental design for generalized regression models
• Information in a two-stage adaptive optimal design
• Asymptotic properties of nonlinear estimates in stochastic models with finite design space
• Asymptotic theory of nonlinear least squares estimation
• Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
• Asymptotic properties of nonlinear least squares estimates in stochastic regression models
• The adaptive Wynn algorithm in generalized linear models with univariate response
• One-step ahead adaptive \(D\)-optimal design on a finite design space is asymptotically optimal
• Miscellanea. On sequential designs in nonlinear problems
• The Sequential Generation of $D$-Optimum Experimental Designs
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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