Algorithms for approximate linear regression design with application to a first order model with heteroscedasticity

DOI10.1016/j.csda.2013.07.029zbMath1471.62069MaRDI QIDQ1621395

Rainer Schwabe, Norbert Gaffke, Ulrike Graßhoff

Publication date: 8 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.07.029

zbMATH Keywords

information matrix; efficiency; steepest descent; quasi-Newton method; optimality criterion; invariant design

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62J05: Linear regression; mixed models

62K05: Optimal statistical designs

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