Optimal designs for minimax-criteria in random coefficient regression models

DOI10.1007/s00362-018-01072-wzbMath1427.62074arXiv1811.03472OpenAlexW2962991763WikidataQ128677774 ScholiaQ128677774MaRDI QIDQ2423172

Maryna Prus

Publication date: 21 June 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.03472

zbMATH Keywords

predictionoptimal designsrandom coefficient regressionintegrated mean squarer errorminimax-criterion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Minimax procedures in statistical decision theory (62C20)

Related Items (4)

\(R\)-optimal designs for individual prediction in random coefficient regression models ⋮ Optimal designs for comparing population curves in hierarchical models ⋮ \(D\)-optimal designs for hierarchical linear models with intraclass covariance structure ⋮ \(D\)-optimal designs for hierarchical linear models with heteroscedastic errors

Cites Work

• Robust experiment design via maximin optimization
• Maximin efficient designs. Another view at D-optimality
• Minimax designs in linear regression models
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• Optimal Designs for the Prediction of Individual Parameters in Hierarchical Models
• Applications of necessary and sufficient conditions for maximin efficient designs

This page was built for publication: Optimal designs for minimax-criteria in random coefficient regression models