Unbiased Quasi-regression

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 estima...

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Veröffentlicht in:Chinese annals of mathematics. Serie B 2007-04, Vol.28 (2), p.177-186
Hauptverfasser: Yang, Guijun, Lin, Lu, Zhang, Runchu
Format: Artikel
Sprache:eng
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Zusammenfassung: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.
ISSN:0252-9599
1860-6261
DOI:10.1007/s11401-005-0351-1