Uniqueness and Eventual Uniqueness of Optimal Designs in Some Time Series Models
Eubank, R. L. ; Smith, Patricia L. ; Smith, Philip W.
Ann. Statist., Tome 9 (1981) no. 1, p. 486-493 / Harvested from Project Euclid
Using the results of Barrow, et al., and Chow on the optimal placement of knots in the approximation of functions by piecewise polynomials, we show the uniqueness or "eventual uniqueness" of optimal designs for certain time series models considered by Sacks and Ylvisaker, and Wahba. In addition, the limiting behavior (as the sample size increases) of the variance of the BLUE of the regression coefficient is characterized in terms of the density defining the design, and the density for the asymptotically optimal design is given.
Publié le : 1981-05-14
Classification:  Approximation,  optimal design,  splines,  time series,  62K05,  41A15
@article{1176345453,
     author = {Eubank, R. L. and Smith, Patricia L. and Smith, Philip W.},
     title = {Uniqueness and Eventual Uniqueness of Optimal Designs in Some Time Series Models},
     journal = {Ann. Statist.},
     volume = {9},
     number = {1},
     year = {1981},
     pages = { 486-493},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345453}
}
Eubank, R. L.; Smith, Patricia L.; Smith, Philip W. Uniqueness and Eventual Uniqueness of Optimal Designs in Some Time Series Models. Ann. Statist., Tome 9 (1981) no. 1, pp.  486-493. http://gdmltest.u-ga.fr/item/1176345453/