A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design
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A \(p\)-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design
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Cites work
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models
- D-optimal designs for Poisson regression models
- DESIGN OF EXPERIMENTS IN NON-LINEAR SITUATIONS
- Designs for generalized linear models
- scientific article; zbMATH DE number 418917 (Why is no real title available?)
- scientific article; zbMATH DE number 194144 (Why is no real title available?)
- scientific article; zbMATH DE number 410131 (Why is no real title available?)
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Life distributions. Structure of nonparametric, semiparametric, and parametric families.
- One-step ahead adaptive \(D\)-optimal design on a finite design space is asymptotically optimal
- Optimal Designs for Dose–Response Models With Restricted Design Spaces
- Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
- The adaptive Wynn algorithm in generalized linear models with univariate response
- The Sequential Generation of D-Optimum Experimental Designs
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