Unbiased Quasi-regression  

作　　者：Guijun YANG Lu LIN Runchu ZHANG 

机构地区：[1]Department of Statistics, Tianjin University of Finance and Economics, Tianjin 300222, China [2]School of Mathematics and System Sciences, Shandong University, Jinan 250100, China. [3]LPMC and School of Mathematical Sciences, Nankai University, Tianjin 300071, China.

出　　处：《Chinese Annals of Mathematics,Series B》2007年第2期177-186,共10页数学年刊（B辑英文版）

基　　金：Project supported 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);the Tianjin Planning Programs of Philosophy and Social Science of China (No. TJ05-TJ002).

摘　　要：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.

关 键 词：Computer experiment Quasi-regression UNBIASEDNESS Fitting of curve Asymptotic normality 

分 类 号：O212.1[理学—概率论与数理统计]