Estimation and optimal designs for linear Haar-wavelet models

被引：7
|
作者：
Tian, Yongge
Herzberg, Agnes M.
机构：
[1] Shanghai Univ Finance & Econom, Sch Econ, Shanghai 200433, Peoples R China
[2] Queens Univ, Dept Math & Stat, Kingston, ON K7L 3N6, Canada
来源：
METRIKA | 2007年 / 65卷 / 03期
关键词：
Haar-wavelet; linear model; best linear unbiased estimator; covariance matrix; information matrix; optimal design; REGRESSION;
D O I：
10.1007/s00184-006-0078-3
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：
This paper gives an analytical expression for the best linear unbiased estimator (BLUE) of the unknown parameters in the linear Haar-wavelet model. From the analytical expression, we solve for the eigenvalues of the covariance matrix of the BLUE in analytical form. Further, we use these eigenvalues. to construct some conventional discrete optimal designs for the model. The equivalences among these optimal designs are demonstrated and some examples are also given.
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页码：311 / 324
页数：14
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