On the irregular behavior of LS estimators for asymptotically singular designs
| العنوان: | On the irregular behavior of LS estimators for asymptotically singular designs |
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| المؤلفون: | Luc Pronzato, Andrej Pázman |
| المساهمون: | Dep. Applied Mathematics and Statistics, Faculty of Mathematics, Physics and Informatics, Comenius University in Bratislava, Laboratoire d'Informatique, Signaux, et Systèmes de Sophia-Antipolis (I3S) / Equipe SYSTEMES, Signal, Images et Systèmes (Laboratoire I3S - SIS), Laboratoire d'Informatique, Signaux, et Systèmes de Sophia Antipolis (I3S), Université Nice Sophia Antipolis (... - 2019) (UNS), COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UCA)-Université Nice Sophia Antipolis (... - 2019) (UNS), COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UCA)-Laboratoire d'Informatique, Signaux, et Systèmes de Sophia Antipolis (I3S), COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UCA) |
| المصدر: | Statistics and Probability Letters Statistics and Probability Letters, Elsevier, 2006, 76, pp.1089-1096. ⟨10.1016/j.spl.2005.12.010⟩ |
| بيانات النشر: | HAL CCSD, 2006. |
| سنة النشر: | 2006 |
| مصطلحات موضوعية: | Statistics and Probability, 0209 industrial biotechnology, Mathematical optimization, asymptotic normality, Asymptotic distribution, 02 engineering and technology, 01 natural sciences, 010104 statistics & probability, 020901 industrial engineering & automation, Consistency (statistics), LS estimation, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Convergence (routing), Applied mathematics, 0101 mathematics, singular design, Empirical process, Mathematics, optimum design, consistency, Estimation theory, Estimator, Function (mathematics), [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH], Delta method, Statistics, Probability and Uncertainty |
| الوصف: | Optimum design theory sometimes yields singular designs. An example with a linear regression model often mentioned in the literature is used to illustrate the difficulties induced by such designs. The estimation of the model parameters θ , or of a function of interest h ( θ ) , may be impossible with the singular design ξ * . Depending on how ξ * is approached by the empirical measure ξ n of the design points, with n the number of observations, consistency is achieved but the speed of convergence may depend on ξ n and on the value of θ . Even in situations where convergence is in 1 / n and the asymptotic distribution of the estimator of θ or h ( θ ) is normal, the asymptotic variance may still differ from that obtained from ξ * . |
| اللغة: | English |
| تدمد: | 0167-7152 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6c9fd82b2e35f1648e843c5a71a2756a https://hal.archives-ouvertes.fr/hal-00416062 |
| حقوق: | OPEN |
| رقم الأكسشن: | edsair.doi.dedup.....6c9fd82b2e35f1648e843c5a71a2756a |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 01677152 |
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