On universally optimal designs for regression setups (Q1067722): Difference between revisions

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Revision as of 01:39, 20 March 2024

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On universally optimal designs for regression setups
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    On universally optimal designs for regression setups (English)
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    1985
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    The set of optimality criteria to which Kiefer's maximum trace principle is applicable is discussed. Furthermore, for a linear regression model \(y(x)=a'f(x)\) let \(\xi^*\) be an (approximate) D-optimal design for estimating a by its BLUE. Then \(\xi^*\) is universally optimal for estimating \(b=Ka\) by its BLUE, where K is a regular matrix determined by \(\xi^*\).
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    best linear unbiased estimator
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    optimality criteria
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    Kiefer's maximum trace principle
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    D-optimal design
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    BLUE
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    universally optimal
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