Minimax-Schatzverfahren im Rahmen der optimalen Versuchsplanung
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Minimax-Schatzverfahren im Rahmen der optimalen Versuchsplanung

Minimax-Schatzverfahren im Rahmen der optimalen Versuchsplanung


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About the Book

Ein wichtiges Modell zur Darstellung okonomischer Zusammenhange ist das lineare Regressionsmodell. Zur Beurteilung der Gute eines linear affinen Schatzers wird in der vorliegenden Arbeit der relative quadratische Fehler eingefuhrt. Es lasst sich ohne jegliche Resultate aus der Stochastik zeigen, dass ein linear-affiner Schatzer (Minimax-Schatzer) existiert, der eindeutig angegeben werden kann und die kleinste untere Schranke fur den maximalen relativen quadratischen Fehler in der Klasse aller Schatzfunktionen besitzt. Die Gute einer Schatzung wird jedoch nicht nur von den Eigenschaften der Schatzfunktion bestimmt, sondern auch von der Wahl der Messpunkte. Ziel dieser Arbeit ist es, Ergebnisse der optimalen Versuchsplanung auf Minimax-Schatzer anzuwenden. Hierzu werden Algorithmen zur Ermittlung exakter sowie diskreter Versuchsplane betrachtet, welche diese Schatzer bezuglich des relativen quadratischen Fehlers weiter optimieren.


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Product Details
  • ISBN-13: 9783954048168
  • Publisher: Cuvillier Verlag
  • Binding: Paperback
  • Language: German
  • Width: 225 mm
  • ISBN-10: 3954048167
  • Publisher Date: 9/30/2014
  • Height: 210 mm
  • Weight: 9 gr


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Minimax-Schatzverfahren im Rahmen der optimalen Versuchsplanung
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Minimax-Schatzverfahren im Rahmen der optimalen Versuchsplanung
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