A new triple optimality criterion CDKL

DOI10.21608/JOEMS.2018.3117.1058MaRDI QIDQ5220287zbMATH OpenOpenAlexWikidataFDO

Authors M. M. Seyam

Publication date 16 March 2020

Published in Journal of the Egyptian Mathematical Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.21608/joems.2018.3117.1058

zbMATH Keywords

C-, D-, KL-, CD-, DKL- and CDT-optimumcopula modelequivalence theoremparameter estimation

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Optimal statistical designs (62K05)

Recommendations

• Optimal designs for both model discrimination and parameter estimation
• CDT-optimum designs for model discrimination, parameter estimation and estimation of a parametric function
• \(D_s\)-optimality in copula models
• Optimality criteria for regression models based on predicted variance
• DE- and EDP\(_M\)-compound optimality for the information and probability-based criteria

Cites work

• A geometric characterization of c-optimal designs for heteroscedastic regression
• A review of copula models for economic time series
• An Optimal Experimental Design Criterion for Discriminating Between Non-Normal Models
• Asymptotic Normality of Nonlinear Least Squares under Singular Experimental Designs
• CDT-optimum designs for model discrimination, parameter estimation and estimation of a parametric function
• D-optimal designs for Poisson regression models
• DT-optimum designs for model discrimination and parameter estimation
• Elfving's theorem revisited
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 3734989 (Why is no real title available?)
• scientific article; zbMATH DE number 3502650 (Why is no real title available?)
• scientific article; zbMATH DE number 3070150 (Why is no real title available?)
• On the Efficient Design of Statistical Investigations
• Optimal designs for both model discrimination and parameter estimation
• Optimum Allocation in Linear Regression Theory
• Optimum experimental designs, with SAS
• The copula information criteria
• The design of experiments for discriminating between two rival models

Cited in

(1)

• Optimal designs for probability-based optimality, parameter estimation and model discrimination

This page was built for publication: A new triple optimality criterion CDKL

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5220287)