کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7547281 1489729 2018 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Optimal designs for linear models with Fredholm-type errors
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Optimal designs for linear models with Fredholm-type errors
چکیده انگلیسی
A new class of estimators, matrix weighted estimators (MWEs), have been proposed for the parameters in linear models with correlated errors. In this paper, we consider the design problem for linear models with Fredholm-type errors, i.e., the errors with continuous covariance kernels, when MWEs are used. By applying the tools of stochastic analysis and measure theory, we derive the analytical expressions of the optimal designs under some restrictions. To treat the general cases, an approximation method for the optimal designs is then introduced, which can reduce the computational cost. Practical implementations for obtaining designs with finite sample sizes are demonstrated. Numerical examples show that the obtained approximate designs are very close to the optimal ones.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 194, March 2018, Pages 65-74
نویسندگان
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