An algorithm for A-optimal regression designs

DOI10.1016/0167-9473(89)90065-0MaRDI QIDQ2641045zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Majorization for A-optimal designs
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Cites work

• A-optimality for regression designs
• Inequalities: theory of majorization and its applications
• Majorization for A-optimal designs
• Schur-convexity 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
• scientific article; zbMATH DE number 6452778 (Why is no real title available?)
• Schur-convexity for A-optimal designs

Describes a project that uses

Uses Software

• Algorithm 115

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