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Start Over Descriptor "AUTOCORRELATION (Statistics)" Topic regression analysis Language french
1 results on '"AUTOCORRELATION (Statistics)"'

1. Plans dʼexpérience pour lʼestimation de la courbe de concentration et de lʼAUC

Author

Belouni, Mohamad and Benhenni, Karim

Subjects
*ESTIMATION theory, *REGRESSION analysis, *MATHEMATICAL models, *ERROR analysis in mathematics, *STATISTICAL sampling, *AUTOCORRELATION (Statistics)
Abstract

Abstract: The problem of interest is to estimate the concentration curve and the area under the curve (AUC) by estimating the parameters of a linear regression model with autocorrelated error process. We introduce a simple linear nonparametric unbiased estimator of the concentration curve and the AUC. We show that this estimator constructed from an appropriate regular sampling design is asymptotically optimal. [Copyright &y& Elsevier]

Published
2012
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