On the irregular behavior of LS estimators for asymptotically singular designs

DOI10.1016/j.spl.2005.12.010zbMath1090.62076OpenAlexW2103938338MaRDI QIDQ2495415

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

strong convergenceweak convergenceconsistencyasymptotic normalitysingular design

Mathematics Subject Classification ID

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

Related Items (5)

Optimal experimental design and some related control problems ⋮ Unnamed Item ⋮ Unnamed Item ⋮ On the regularization of singular c-optimal designs ⋮ Design of c-optimal experiments for high-dimensional linear models

Cites Work

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

This page was built for publication: On the irregular behavior of LS estimators for asymptotically singular designs