It is proved that in a sequential design of a regression problem the variance of the 1.s. estimate for the response surface in the $n$th sequential point tends to zero with $n \rightarrow \infty$. This allows the proof of the convergence of certain procedures for computing $D_s$-optimum designs.
Publié le : 1974-01-14
Classification:
Regression,
regression designs,
optimum experimental designs,
variance,
least squares
@article{1176342628,
author = {Pazman, A.},
title = {A Convergence Theorem in the Theory of $D$-Optimum Experimental Designs},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 216-218},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342628}
}
Pazman, A. A Convergence Theorem in the Theory of $D$-Optimum Experimental Designs. Ann. Statist., Tome 2 (1974) no. 1, pp. 216-218. http://gdmltest.u-ga.fr/item/1176342628/