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| Unbiased Quasi-regression |
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Citation： |
Guijun YANG,Lu LIN,Runchu ZHANG.Unbiased Quasi-regression[J].Chinese Annals of Mathematics B,2007,28(2):177~186 |
| Page view： 1151
Net amount： 1003 |
Authors： |
Guijun YANG; Lu LIN;Runchu ZHANG |
Foundation： |
by the National Natural Science Foundation of China (No. 10571093, No. 10371059), Specialized Research Fund for the Doctoral Program of Higher Education of China (No. 20050055038), the Natural Science Foundation of Shandong Province of China (No. 2006A13), the China Postdoctoral Science Foundation (No. 20060390169) and the Tianjin Planning Programs of Philosophy and Social Science of China (No. TJ05-TJ002). |
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| Abstract： |
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. |
Keywords： |
Computer experiment, Quasi-regression, Unbiasedness, Fitting of curve, Asymptotic normality |
Classification： |
62G20, 62J05 |
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