Optimal experiment design for estimating stochastic regression coefficients

DOI10.1007/BF01068619zbMATH Open0745.62076MaRDI QIDQ4007482FDOQ4007482

Authors: Alexander Zaigraev 

Publication date: 27 September 1992

Published in: Cybernetics (Search for Journal in Brave)

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zbMATH Keywords

stochastic regression coefficientsminimum-standard-error linear unbiased estimatorsnoisy linear regression in Hilbert space

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Probability theory on linear topological spaces (60B11)

Cites Work

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• Extension of the Gauss-Markov theorem to include the estimation of random effects
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Cited In (6)

• Title not available (Why is that?)
• Minimum sample size to identify nonzero coefficients in normal regression
• Title not available (Why is that?)
• Optimal design of regression experiments with ARMA-errors
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• Optimal Design of Experiments for Implicit Models

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