Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154860 | Statistics & Probability Letters | 2007 | 8 Pages |
Abstract
We give a large deviations principle for the least-squares estimator in a linear model. Next, we apply the large deviations result to find optimal experimental designs.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Cyrille Joutard,