A new asymptotic theory for studying the effect of dependence of the observations in experimental design for the linear model is developed. The uniform design is shown to be asymptotically optimal in a strong sense for estimating location and in a weaker sense for estimating the slope of a straight line regression. Numerical results supporting the asymptotics appear in a companion paper.
Publié le : 1979-01-14
Classification:
6262,
6215,
6285,
Experimental design,
autocorrelation in time,
optimal,
asymptotic
@article{1176344556,
author = {Bickel, P. J. and Herzberg, Agnes M.},
title = {Robustness of Design Against Autocorrelation in Time I: Asymptotic Theory, Optimality for Location and Linear Regression},
journal = {Ann. Statist.},
volume = {7},
number = {1},
year = {1979},
pages = { 77-95},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344556}
}
Bickel, P. J.; Herzberg, Agnes M. Robustness of Design Against Autocorrelation in Time I: Asymptotic Theory, Optimality for Location and Linear Regression. Ann. Statist., Tome 7 (1979) no. 1, pp. 77-95. http://gdmltest.u-ga.fr/item/1176344556/