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Estimation and optimal designs for linear Haar-wavelet models

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Abstract

This paper gives an analytical expression for the best linear unbiased estimator (BLUE) of the unknown parameters in the linear Haar-wavelet model. From the analytical expression, we solve for the eigenvalues of the covariance matrix of the BLUE in analytical form. Further, we use these eigenvalues to construct some conventional discrete optimal designs for the model. The equivalences among these optimal designs are demonstrated and some examples are also given.

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Authors and Affiliations

  1. School of Economics, Shanghai University of Finance and Economics, 777 Guoding Road, Shanghai, 200433, China

    Yongge Tian

  2. Department of Mathematics and Statistics, Queen’s University, Kingston, ON, Canada, K7L 3N6

    Agnes M. Herzberg

Authors
  1. Yongge Tian
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  2. Agnes M. Herzberg
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Correspondence to Yongge Tian.

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Tian, Y., Herzberg, A.M. Estimation and optimal designs for linear Haar-wavelet models. Metrika 65, 311–324 (2007). https://doi.org/10.1007/s00184-006-0078-3

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  • DOI: https://doi.org/10.1007/s00184-006-0078-3

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