An algorithm for A-optimal regression designs

DOI10.1016/0167-9473(89)90065-0zbMATH Open0721.62070OpenAlexW2009521372MaRDI QIDQ2641045FDOQ2641045

Authors: Kim-Hung Li, Nai N. Chan 

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0167-9473(89)90065-0

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zbMATH Keywords

algorithmcovariance matrixmajorizationtracegreatest lower boundCL vectorA-optimal design matrixsimple least squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Optimal statistical designs (62K05)

Cites Work

• Inequalities: theory of majorization and its applications
• Schur-convexity for A-optimal designs
• A-optimality for regression designs
• Majorization for A-optimal designs

Cited In (5)

• A new algorithm for fixed design regression and denoising
• A-optimal design measures for one-way layouts with additive regression
• CVX‐based algorithms for constructing various optimal regression designs
• Title not available (Why is that?)
• Schur-convexity for A-optimal designs

Uses Software

• Algorithm 115

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