Locally \(D\)-optimal designs for heteroscedastic polynomial measurement error models (Q2189755)

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scientific article; zbMATH DE number 7212471
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    Locally \(D\)-optimal designs for heteroscedastic polynomial measurement error models
    scientific article; zbMATH DE number 7212471

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      Locally \(D\)-optimal designs for heteroscedastic polynomial measurement error models (English)
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      16 June 2020
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      The authors extend the work of \textit{M. Konstantinou} and \textit{H. Dette} [Biometrika 102, No. 4, 951--958 (2015; Zbl 1372.62029)] to heteroscedastic cases. They first develop the necessary optimality condition for Kiefer's \(\Phi_p\)-criteria (\(p \in[-\infty,1)\)) based on the correction approach for the weighted polynomial measurement error model, and then they present the upper bounds of the number of support points of locally \(D\)-optimal designs. For the simple linear measurement error model the locally \(D\)-optimal design can be constructed explicitely. The numerical results show that locally \(D\)-optimal designs are sensitive wrt heteroscedastic assumptions and model parameters.
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      measurement error model
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      heteroscedasticity
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      corrected score function approach
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      approximate design theory
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      Chebycheff system
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      local \(D\)-optimality
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