On the irregular behavior of LS estimators for asymptotically singular designs

DOI10.1016/J.SPL.2005.12.010MaRDI QIDQ2495415zbMATH OpenOpenAlexFDO

Authors Luc Pronzato, Andrej Pázman

Publication date 30 June 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.12.010

zbMATH Keywords

asymptotic normalityconsistencyweak convergencestrong convergencesingular design

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Optimal statistical designs (62K05)

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Cites work

• scientific article; zbMATH DE number 3734989 (Why is no real title available?)
• scientific article; zbMATH DE number 3393615 (Why is no real title available?)
• A sequentially constructed design for estimating a nonlinear parametric function
• Another view on optimal design for estimating the point of extremum in quadratic regression
• Asymptotic inference from sequential design in a nonlinear situation
• Bayesian design for estimating the turning point of a quadratic regression
• Characterizing the consistent directions of least squares estimates
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Maximin efficient designs. Another view at D-optimality
• Miscellanea. On sequential designs in nonlinear problems
• On consistency for the method of least squares using martingale theory
• Optimal designs for ratios of linear combinations in the general linear model
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Singular experimental designs (standard and HILBEKT-space approaches)

Cited in

(6)

• Optimal experimental design and some related control problems
• Design of c-optimal experiments for high-dimensional linear models
• On the regularization of singular c-optimal designs
• Strange design points in linear regression
• Asymptotic criteria for designs in nonlinear regression with model errors
• Optimal asymptotic least squares estimation in a singular set-up

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