Optimal Allocation of Observations in Inverse Linear Regression
Perng, S. K. ; Tong, Y. L.
Ann. Statist., Tome 5 (1977) no. 1, p. 191-196 / Harvested from Project Euclid
Consider the problem of estimating $x$ under the inverse linear regression model $Y_i = \alpha + \beta x_i + \varepsilon_i,\quad Z_j = \alpha + \beta x + \varepsilon_j'$ for $i = 1,\cdots, n,\cdots, j = 1,\cdots, m,\cdots,$ where $\{\varepsilon_i\}, \{\varepsilon_j'\}$ are two sequences of i.i.d. rv's with 0 means and finite variances, $\{x_i\}$ is a sequence of known constants and $\alpha, \beta, x$ are unknown parameters. For fixed $T = m + n$, this paper considers a sequential procedure for the optimal allocation of $m$ and $n$. It is shown that, as $T \rightarrow \infty$, the procedure is asymptotically optimal.
Publié le : 1977-01-14
Classification:  Inverse linear regression,  allocation of observations,  sequential methods,  62J05,  62L12
@article{1176343753,
     author = {Perng, S. K. and Tong, Y. L.},
     title = {Optimal Allocation of Observations in Inverse Linear Regression},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 191-196},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343753}
}
Perng, S. K.; Tong, Y. L. Optimal Allocation of Observations in Inverse Linear Regression. Ann. Statist., Tome 5 (1977) no. 1, pp.  191-196. http://gdmltest.u-ga.fr/item/1176343753/