Optimality and bias of some interpolation and extrapolation designs |
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Authors: | M. Broniatowski G. Celant |
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Affiliation: | 1. LSTA, Boite 158, Université Paris 6-4 Place Jussieu, 75252 Paris Cedex 05, France;2. Dipartimento di Scienze Statistiche, Università di Padova, Via Cesare Battisti 241, Padova, Italy |
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Abstract: | We consider interpolation and extrapolation designs with controlled bias. A consistent estimate of an upper bound of the bias is presented. The estimate of some extrapolated value is obtained in a two-stage procedure. The first one provides an estimate of some interpolated value. The second one uses a Taylor expansion around this point. This procedure yields a new type of designs. We discuss their optimality properties with respect to the variance and the bias. |
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Keywords: | 62K05 41A50 |
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