On the equivalence of D and G-optimal designs in heteroscedastic models

DOI10.1016/0167-7152(94)00236-1zbMath0839.62069OpenAlexW1972112233WikidataQ127673537 ScholiaQ127673537MaRDI QIDQ1907925

Weng Kee Wong

Publication date: 11 March 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00236-1

zbMATH Keywords

information matrixlinear models\(D\)-optimalitydesign efficiencyhomoscedasticityheteroscedastic errorssupport pointsequivalence theoremsefficiency functionKiefer-Wolfowitz theorem\(G\)-optimal designscontinuous designs

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

Related Items

V-optimal designs for heteroscedastic regression ⋮ Locally \(D\)-optimal designs for heteroscedastic polynomial measurement error models ⋮ Various optimality criteria for the prediction of individual response curves ⋮ An algorithmic construction of optimal minimax designs for heteroscedastic linear models ⋮ Discussion: A general approach to \(D\)-optimal designs for weighted univariate polynomial regression models

Cites Work

• Minimal number of support points for mini-max optimal designs
• The Equivalence of Two Extremum Problems
• Duality of optimal designs for model discrimination and parameter estimation
• Convex design theory¹
• A unified approach to the construction of minimax designs
• The design of experiments for discriminating between two rival models
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