Integral stochastic optimal design criteria in linear models

被引：2

作者：

Zaigraev, A ^{[1
]}

机构：

[1] Nicholas Copernicus Univ, Fac Math & Comp Sci, PL-87100 Torun, Poland

来源：

METRIKA | 2003年 / 57卷 / 03期

关键词：

classical linear regression model; line fit model; integral and distance stochastic optimality criteria;

D O I：

10.1007/s001840200218

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：

Within the framework of classical linear regression model integral optimal design criteria of stochastic nature are considered and their properties are established. Their limit behaviour generalizes that of the distance stochastic optimality criterion. As an example a line fit model is taken.

引用

页码：287 / 301

页数：15

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