Estimation and optimal designs for linear Haar-wavelet models | |
Tian, Yongge; Herzberg, Agnes M. | |
刊名 | METRIKA
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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. |
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