Estimation and optimal designs for linear Haar-wavelet models

doi:10.1007/s00184-006-0078-3

CORC > 上海财经大学 > 上海财经大学

	Estimation and optimal designs for linear Haar-wavelet models
	Tian, Yongge ; Herzberg, Agnes M.
刊名	METRIKA
	2007
卷号	65 期号:3 页码:311-324
关键词	Haar-wavelet linear model best linear unbiased estimator covariance matrix information matrix optimal design
ISSN号	0026-1335
DOI	10.1007/s00184-006-0078-3
英文摘要	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.
WOS研究方向	Mathematics
语种	英语
出版者	PHYSICA-VERLAG GMBH & CO
WOS记录号	WOS:000246154800004
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2627]
专题	上海财经大学
通讯作者	Tian, Yongge
作者单位	1.Shanghai Univ Finance & Econom, Sch Econ, Shanghai 200433, Peoples R China; 2.Queens Univ, Dept Math & Stat, Kingston, ON K7L 3N6, Canada
推荐引用方式 GB/T 7714	Tian, Yongge,Herzberg, Agnes M.. Estimation and optimal designs for linear Haar-wavelet models[J]. METRIKA,2007,65(3):311-324.
APA	Tian, Yongge,&Herzberg, Agnes M..(2007).Estimation and optimal designs for linear Haar-wavelet models.METRIKA,65(3),311-324.
MLA	Tian, Yongge,et al."Estimation and optimal designs for linear Haar-wavelet models".METRIKA 65.3(2007):311-324.