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We discuss optimal design problems for a popular method of series estimation in regression problems. Commonly used design criteria are based on the generalized variance of the estimates of the coefficients in a truncated series expansion and do not take possible bias into account. We present a...
Persistent link: https://www.econbiz.de/10010298214
We discuss optimal design problems for a popular method of series estimation in regression problems. Commonly used design criteria are based on the generalized variance of the estimates of the coefficients in a truncated series expansion and do not take possible bias into account. We present a...
Persistent link: https://www.econbiz.de/10005154279
We discuss optimal design problems for a popular method of series estimation in regression problems. Commonly used design criteria are based on the generalized variance of the estimates of the coefficients in a truncated series expansion and do not take possible bias into account. We present a...
Persistent link: https://www.econbiz.de/10009216941
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Two robust estimators of a matrix-valued location parameter are introduced and discussed. Each is the average of the members of a subsample–typically of covariance or cross-spectrum matrices–with the subsample chosen to minimize a function of its average. In one case this function is the...
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