On the irregular behavior of LS estimators for asymptotically singular designs

DOI10.1016/J.SPL.2005.12.010zbMATH Open1090.62076OpenAlexW2103938338MaRDI QIDQ2495415FDOQ2495415

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

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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)

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
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• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Miscellanea. On sequential designs in nonlinear problems
• Asymptotic inference from sequential design in a nonlinear situation
• Optimal designs for ratios of linear combinations in the general linear model
• Another view on optimal design for estimating the point of extremum in quadratic regression
• Bayesian design for estimating the turning point of a quadratic regression
• On consistency for the method of least squares using martingale theory
• A sequentially constructed design for estimating a nonlinear parametric function
• Characterizing the consistent directions of least squares estimates
• Maximin efficient designs. Another view at D-optimality
• 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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