Applications of large deviations to optimal experimental designs

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.

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Year of publication:	2007
Authors:	Joutard, Cyrille
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 3, p. 231-238
Publisher:	Elsevier
Keywords:	Linear model Large deviations principle Optimal experimental designs

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005313924