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.
- Title
- Applications of large deviations to optimal experimental designs
- Creators - without role
- Cyrille Joutard - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAG
- Publication Details
- Statistics and Probability Letters, Vol.77(3), pp.231 - 238
- Identifiers
- 9941793209311
- Academic Unit
- Institut Montpelliérain Alexander Grothendieck - IMAG
- Language
- English
- Resource Type
- Journal article
- Local Fields
- hal-01817776