Optimal designs for copula models

DOI10.1080/02331888.2015.1111892zbMATH Open1353.62085arXiv1406.2933OpenAlexW1797229505WikidataQ41984699 ScholiaQ41984699MaRDI QIDQ2953573FDOQ2953573

Authors: Elisa Perrone, Werner G. Müller 

Publication date: 4 January 2017

Published in: Statistics (Search for Journal in Brave)

Abstract: Copula modelling has in the past decade become a standard tool in many areas of applied statistics. However, a largely neglected aspect concerns the design of related experiments. Particularly the issue of whether the estimation of copula parameters can be enhanced by optimizing experimental conditions and how robust all the parameter estimates for the model are with respect to the type of copula employed. In this paper an equivalence theorem for (bivariate) copula models is provided that allows formulation of efficient design algorithms and quick checks of whether designs are optimal or at least efficient. Some examples illustrate that in practical situations considerable gains in design efficiency can be achieved. A natural comparison between different copula models with respect to design efficiency is provided as well.

Full work available at URL: https://arxiv.org/abs/1406.2933

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zbMATH Keywords

clinical trialscopulasstochastic dependenceFisher informationdesign measure

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Optimal statistical designs (62K05)

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Cited In (9)

• Copula-based robust optimal block designs
• Bayesian modeling of a bivariate toxicity outcome for early phase oncology trials evaluating dose regimens
• Design of experiments for bivariate binary responses modelled by copula functions
• A Study on Robustness in the Optimal Design of Experiments for Copula Models
• Optimal designs for linear regression models with skew-normal errors
• \(D_s\)-optimality in copula models
• Asymmetric copulas and their application in design of experiments
• Bayesian sequential design for copula models
• Optimal design to discriminate between rival copula models for a bivariate binary response

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