Applications of large deviations to optimal experimental designs

Cyrille Joutard

Statistics & Probability Letters, 2007, vol. 77, issue 3, 231-238

Abstract: 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.

Keywords: Linear; model; Large; deviations; principle; Optimal; experimental; designs (search for similar items in EconPapers)
Date: 2007
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