Unbiased Quasi-regression*

被引:1
作者
Guijun Yang
Lu Lin
Runchu Zhang
机构
[1] Tianjin University of Finance and Economics,Department of Statistics
[2] Shandong University,School of Mathematics and System Sciences
[3] Nankai University,LPMC and School of Mathematical Sciences
来源
Chinese Annals of Mathematics, Series B | 2007年 / 28卷
关键词
Computer experiment; Quasi-regression; Unbiasedness; Fitting of curve; Asymptotic normality; 62G20; 62J05;
D O I
暂无
中图分类号
学科分类号
摘要
Quasi-regression, motivated by the problems arising in the computer experiments, focuses mainly on speeding up evaluation. However, its theoretical properties are unexplored systemically. This paper shows that quasi-regression is unbiased, strong convergent and asymptotic normal for parameter estimations but it is biased for the fitting of curve. Furthermore, a new method called unbiased quasi-regression is proposed. In addition to retaining the above asymptotic behaviors of parameter estimations, unbiased quasi-regression is unbiased for the fitting of curve.
引用
收藏
页码:177 / 186
页数:9
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