Equivalence theorem for Schur optimality of experimental designs

被引:8
|
作者
Harman, Radoslav [1 ]
机构
[1] Comenius Univ, Fac Math, Dept Appl Math & Stat, Bratislava 84248, Slovakia
关键词
optimal design; Schur optimality; E-k-optimality; D-optimality; equivalence theorem; trigonometric regression; Berman's model;
D O I
10.1016/j.jspi.2007.05.031
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
An experimental design is said to be Schur optimal, if it is optimal with respect to the class of all Schur isotonic criteria, which includes Kiefer's criteria of Phi(p)-optimality, distance optimality criteria and many others. In the paper we formulate an easily verifiable necessary and sufficient condition for Schur optimality in the set of all approximate designs of a linear regression experiment with uncorrelated errors. We also show that several common models admit a Schur optimal design, for example the trigonometric model, the first-degree model on the Euclidean ball, and the Berman's model. (c) 2007 Elsevier B.V. All rights reserved.
引用
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页码:1201 / 1209
页数:9
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