Asymptotic optimal designs under long-range dependence error structure

被引：3

作者：

Dette, Holger ^{[1
]}

Leonenko, Nikolai ^{[2
]}

Pepelyshev, Andrey ^{[3
]}

Zhigljavsky, Anatoly ^{[2
]}

机构：

[1] Ruhr Univ Bochum, Fak Math, D-44780 Bochum, Germany

[2] Cardiff Univ, Sch Math, Cardiff CF24 4AG, S Glam, Wales

[3] St Petersburg State Univ, Dept Math, St Petersburg, Russia

来源：

BERNOULLI | 2009年 / 15卷 / 04期

基金：

英国工程与自然科学研究理事会;

关键词：

asymptotic optimal designs; linear regression; long-range dependence; MEMORY STATIONARY ERRORS; ANOMALOUS DIFFUSION; REGRESSION PROBLEMS; CORRELATED ERRORS; MODEL; TIME; ROBUSTNESS; EQUATION;

D O I：

10.3150/09-BEJ185

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We discuss the optimal design problem in regression models with long-range dependence error structure Asymptotic optimal designs ire derived and it is demonstrated that the designs depend only indirectly on the correlation function Several examples are investigated to illustrate the theory Finally. the optimal designs are compared with asymptotic optimal designs which were derived by Bickel and Herzberg [Ann Statist 7 (1979) 77-95] for regression models with short-range dependent error.

引用

页码：1036 / 1056

页数：21

共 36 条

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